If Motorcraft now markets a synthetic blend 15w40 for diesel engines, I don't see it on their website.
FCSD Chemicals and Lubricants
In a nutshell, the difference in dino and synthetic blend is the blend will have a little more oil from vegetables and a little less from petroleum.
Ignoring the fact it's a blend, paying extra for synthetic is not cost effective. Therefore, paying extra for synthetic blend is probably not cost effective either. It won't help with wintertime starting because 15w40 is 15w40, regardless of whether it's made from castor beans or long-dead dinosaurs.
If a synthetic blend is the same or less cost as pure dino, then I'd try it, then use oil analysis to be sure it does the job. Otherwise I'll continue using pure dino Rotella T.