I switched from rotella to amsoil 1040, on my pregen so I went from 5w to 10w. same thing here also it takes longer for the oil light to initially go back off at full cold.
but after warm up its ok. perhaps thicker oil viscosity at start up is to blame.
old oil loses viscosity and thins out compared to new oil.
also in cold shorter rides the engine "sweats" which might be the cause of the condensation on your cap. you might need to take the long way home