Engine oil consumption on thinner/ thicker engine oils?

Most additives are just very thick oil. Most don't even use a quality base oil because they're not required to adhere to any manufacturer's specifications, like regular motor oil. They have the same effect as using a thicker oil, which you're already doing. Once your gas engine gets to the point where you have to run 15W40, it's time to rebuild / replace the engine or just live with using thicker oil. The downside will be fuel consumption and loss of power.