With the variable speed and X13 blower motors the amount of energy used to circulate air is minimal. I would not run any fan on the regular 'high' stat calling for heat for circulation. I run mine in circulate mode in the winter and in auto in the summer purely because circulate tends to keep the humidity higher in the summer. In the winter I run a pellet stove in the basement when it gets stupid cold so the circulate mode helps bring more of that heat upstairs but also aids in pulling moisture out of the humidifier.

With a newer system to me it is just comfort based as some houses will have more even temps with circulation and others it doesn't make a huge difference.

In Winter running the airhandler fan full time will produce air flow that will feel cold except when the heat source is actually supplying heat. Easy enough for your to confirm for yourself.

The cost of keeping a fan running in the winter isn't just the electricity used, countryboy.

In many houses, ducts and/or furnaces are in unconditioned spaces (attics, crawlspaces, garages, etc). The air running through the system will lose heat and so will cause the furnace to cycle more frequently. Also, houses with leaky supply ducts (which so many have) will be under negative pressure and so will suck in cold outside air while the fan is running.