It is easy to understand why people might assume so. There is a correlation. In colder temperatures people gather in indoor spaces and that helps spread the virus.
I'm not a medic but it would seem rational to me that if viruses spread from one person to another then when people are close together in a group in a room for longer periods of time and the same air circulates in the room rather than get blown a way by wind outside, then it is much easier to spread the virus.