The moon orbits the Earth. Every day, the Earth has to turn a *little bit more* to catch up to where the moon is - basically, the moon rises and sets about 50 minutes later every day.
So... it's not just winter.
As has been said. One of the biggest factors of your question is that it's getting dark. It's 3:45pm right now for me and it's getting darker outside right now. So you just notice the moon earlier than you might otherwise. But it's there.....