5W40 oil doesn't actually shear to a 30 weight all that quick. It will take around 5000 miles for some oils, and others can go to almost 7500 miles. I have taken a lot of data on this with various oils. Schaeffer 5W40 shears the slowest that I have seen, but it elevated the lead number in my UOA.
There isn't a huge issue shearing to the high range of a 30 weight at those mileages anyway, and choosing a 30 wt oil to run only because a 5W40 shears to a 30 weight isn't really logical.
In the 6.0L, Ford has always recommended a 40 weight when towing heavy (15W40 and 5W40 are BOTH recommended), AND also both are recommended for hot climates.
Sure a 15W40 will shear more slowly than a 5W40 because it has less VII additives. So that might be why they recommend it. That said, injector folks typically recommend a 5W40 over a 15W40 because it is less susceptible to stiction in cold climates. For this reason, Ford does not recommend a 15W oil below 20 degrees F.
BTW - all multiviscosity oils will shear - even 10W30 shears.
Rotella 10W30 starts out at 12.0 cSt. Several threads show it shearing to 10.57 cSt at 5k miles and 9.7 at 8k miles.
Mobil 1 TDT 5W40 and Mobil Delvac 1 ESP 5W40 starts out around 14 and in my truck and shear to around 12.1 to 12.4 at 5k miles. (right about the viscosity number that Rotella T5 10W30 starts at).
Schaeffer 9000 was around 12.7 - 13 at 5k miles.
SAE 30 weight viscosity range - 9.3 to 12.49 cStokes (100*C)
SAE 40 weight viscosity range - 12.5 to 16.29 cStokes (100*C)
HTHS viscosity might be a bit higher for a 15W40 oil than a 5W40 oil, but that would depend on the specific oil. Also, it isn't particularly clear if a higher HTHS is actually going to protect the engine better to any appreciable degree.