Go over to the BRZ forum and check, plenty of them are running various 5w40's.
Being that they are sports cars, I think most owners are more looking for extreme oil.protection rather than mpg's. Their cars all spec the same 0w20 ours do.
I get free oil changes for life so I have no reason to run anything else. I only have amsoil in it now because I do my own early first oil change.