highway fuel economy is affected by drag, tire, wind, weather, GVW, ride height, and a million other things.
Lighter weight wheels will improve acceleration, braking, and tendency to turn (a tiny super light gyro you can rotate with your hand, a suitcase sized gyro with a 50lb lead outerweight you won't be able to turn). The degree to which you feel this is based on how hard you drive the car.
Truthfully, I'd argue a lighter weight wheel kills highway fuel economy because there's less momentum to carry you up hills/ramps. Also, less overall spoke will cause more drag and reduce fuel economy. A wider wheel introduces more drag too, and also hurts fuel economy. If your goal is fuel economy, you want the least grippy, most narrow, and tallest tire you can find to fit.
BTW, winter tires always hurt fuel economy. They're heavier, produce more drag, and have softer sidewalls. Aren't you also running a very different size winter and summer tire? Do you change tire diameter settings via obd11 or vcds when you swap wheels/tires?
OP, You also have to consider tire weight. If you lose 5 pounds in wheel weight, but you gain it back because you went to a much wider and taller tire, then you're really not changing your overall weight per corner, are you?