Sound travels further through cold air.

Do you have any reference for this ? The article says nothing about that. It says that sound travels further in a channel of cold air between warmer air and ground (it could be water even better).

I think it's the opposite: in lower temperature the air density is bigger and it's mass so energy to move the same mass shall exhaust (heat) at shorter distance ?

The speed of sound is the square root of a modulus over the density where the modulus for a gas is the bulk modulus. The funny thing with vibrations is that it is not the density that primarily determines the change in speed of sound, but actually the modulus. Both typically change with temperature, however, the change in modulus is typically larger than the change in density and hence it dominates.