In fact, I am sometimes concerned by oils which run at 0SAE-5SAE when hot, as they have little chance to coat worn parts. However, I have confidence that the engineering genii ( geniuses ?? ) at the oil companies and the vehicle manufacturers understand it better than myself.
If you are thinking of a 5W-30, or a 0W-40, for example, the number in front of the 'W' is a cold rating, so it does not concern what the oil does when it is hot.