This topic seems an appropriate place to note my experiences last week on a road trip, 420 miles each way. Location was NY and Pennsylvania.
On the way north, temperatures in the low 40s, I saw the behavior I'd previously seen in NJ where in HV mode the engine still shuts off fairly frequently, about 20% of the time and on every little downgrade. Gas mileage is around 42 mpg based on tracking the miles I drive in HV - dash display shows the average as 46-47.
On the way south I started with temperature about 29 degrees and the car was parked outside (but plugged in). I noticed that the gas engine was never turning off, even when the flow display was in light regen and not pulling any power from it. The first time I saw the engine turn off was when the temperature had risen to 37 degrees (this was over 2 hours after starting). It started turning off regularly when the temperature rose to 41 degrees. Gas mileage on this leg was around 38 mpg (still with the in-car display showing about 10% higher).
So I have a theory that the gas engine doesn't shut off below about 2 degrees Celsius (37 F) - probably to maintain its own temperature, but cabin heating could be a factor (I tried switching into Econ but it had no effect). 41 F is 5 Celsius and I saw more expected willingness to shut off above that temperature. Without the periods of "free" distance gained with the engine off, gas mileage suffered. These figures are from mostly driving 70-72 mph.
Do others have similar observations to report? Looking at the geographic regions of those giving experiences above, it seems consistent that those getting poor mileage are in currently cold areas, and those with nice high numbers are describing mild areas. If you keep a close eye on when the engine shuts down in HV, I'd like to know if others have seen the same result.