This is a bit of a long-running issue.
In reality both sides (the German General Staff, if not actually Hitler himself) were reluctant to escalate the war into an all out European conflict after the collapse of Poland. Although Hitler pressed for dates for the invasion of France and the Low Countries as early as November 1939 the generals moaned about the need to resupply after Poland, absorb the lessons of the campaign, reposition the troops, etc. Also, while nothing compared to what they'd face in the USSR in winter 1941-2, the weather in Europe was the worst for decades and was considered unsuitable for campaigning. That, and the loss of the invasion plans in January 1940 when a plane carrying two German officers came down in Belgium during bad weather, was used as an excuse not to do anything until the weather improved. Coincidentally, this also allowed time for the Manstein Plan to permeate through to Hitler and be taken up by the German High Command.
The Allies, of course, weren't planning on doing anything anyway.
That's a brief history. If the game allows combat during the first winter the Axis player WILL attack in the West, assuming that he's playing a conventional game and has already knocked out Poland. Putting in supply or other shock penalties to simulate the weather will hamper both sides equally, and there's every chance, given the balance of forces, that an experienced Axis player will defeat France much earlier than historically. If he decides to wait to take on France until Spring 1940, the Axis would still be able to knock out Yugoslavia, Greece and perhaps Norway. This may bring in Bulgaria, Rumania and Hungary, and encourage the mobilisation of Italy. Either way, the main part of the scenario, the attack on the USSR, will commence a lot earlier than it did historically.
If we just penalise the Axis during the winter to discourage this, an experienced Allied player may be able to invade Germany or something similar.
Whatever the case, the scenario would quickly cease to resemble anything like WWII in Europe, which is the underlying idea.
The Sitzkrieg is a bit boring, and I'd welcome any suggestions for improving the situation, but the only option I can see is to allow combat, however heavily modified by penalties, and this will give the Axis an advantage that they didn't actually enjoy.
Wargamers, by their very nature, always want to be playing, but that didn't happen in Europe in the winter of 1939-40.
Welcome any suggestions.