What you are seeing is the result of 22-PU1009-MIL-DTE fine-tuning the delivery of energy from the EVSE. Now that you are running the new software, your Ford Charger Pro is selectively charging your battery with only those electrons that will best operate your Lightning. This gives you more range per charge just like Chevron's gasoline with Techron will give your ICE vehicles better range.
OK, sarcasm off.
You're driving an EV now.
It doesn't matter what charger you're using. Chargers deliver energy to the battery. It is measured in kWh, not miles. The rate you charge is measured in kW, not miles per hour. It's equivalent to the gallons of gas a pump puts in the tank of an ICE vehicle. 100% charge is equivalent to a full tank.
The Guess-o-Meter (GOM) is not a perfect indicator of range as it has no idea where, you are going next, how fast you will drive, etc. That would be like thinking the fuel economy you got for the last three days driving around town on city streets will be the fuel economy you get tomorrow going across three states at 80 mph.
Yes, cold weather reduces range. Ford's algorithm used in the GOM has been very conservative to avoid people getting stuck due without juice. However, lots of people around here have been going off the rails that their GOM has dropped as the weather has gotten colder and they are now thinking something is wrong with their trucks. 22-PU1009-MIL-DTE has updated the GOM calculations to not be so conservative. That's the "Distance To EMPTY" (get the DTE in the update name?) they talk about in their software notes. Now that you were updated with 22-PU1009-MIL-DTE, your truck will work to recalibrate range estimates based on a more advanced algorithm Ford has been working on. It will improve your navigation system's range estimates (they know where you are going and can be quite accurate) and has also adjusted the GOM to hopefully cut down on the freaking out over the conservative estimates given by the old GOM algorithm.
It's similar to resetting your EV driving history to zero. The truck will restart at a new baseline and start learning your driving again.
Ford really does need to put a %SOC right next to the range on the Lightning like they do on the Mach E.
BTW, y'all are doing a bit better here on this Forum than some new Mach E drivers encountering their first winter. They are not only freaking out that their range is dropping fast, one had actually gone back to their dealer twice insisting they paid for an ER battery but only got an SR battery. Clearly the Mach E4X (X means eXtended range) badge and the window sticker were wrong. No, I'm not kidding.
One more reminder: the Ford Charge Station Pro (note that Ford cleverly doesn't call it a charger) is an EVSE (Electric Vehicle Service Equipment). When you use AC for charging, the EVSE delivers regulated power to the battery charger that is in your truck next to the battery. That charger converts the AC to DC to charge the battery. When you do DC Fast Charging, that big equipment is actually a battery charger and delivers DC directly to your battery.