No dispute that 5W-40 would be better if you ever ran in a very cold climate over a 15W-40. It would definitely have an advantage of being able to pump, flow and lubricate faster and better than 15W40 in cold climates. New manufactures are changing recommendations to 5W-40 on new diesel engines with turbos that have run for decades and millions of miles on 15W-40 simply because it is better over a wider temperature range and is becoming more readily available. That said, the most critical component would be the turbo charger, which has been running on 15W-40, since 15W-40 became commonly available. As always it is good advice to let the engine and oil warm a bit before stomping on the throttle and pushing the turbo charger, as it is good advice to let the engine idle a bit after high load use to cool off a bit before shutting down the engine.
It is no dispute that a synthetic will last longer at higher temperatures than a conventional motor oil, as it resists coking better. I am not certain but I suspect that 5W-40 is only available as a synthetic while 15W-40 is available both as a synthetic and conventional.
If you want the best protection that money can buy, or maybe you have a high power tune and/or you only run with the pedal to the metal, and/or you mostly drive in cold or very cold climates, and you want to extend oil change intervals farther, the synthetic 5W-40 will be your choice over a conventional 15W-40. However, if like me, where I only drive my Roxor in temperatures above freezing and in temperatures most often above 100 deg F, do not have a high power tune, and never drive it pedal to the metal, I can get along just fine with conventional 15W-40, changing the oil at the recommended intervals.