In researching another answer, I found this guide speaking about feeding fish in winter.
Here are a few paragraphs to give some context. (It's a guide aimed at koi and/or goldfish pond owners, in case you were wondering why it says don't feed your fish at all.)
As the water temperature of your pond falls, the fish will require less food. Watch
their food intake and adjust your feeding. Stop feeding your fish completely
when the water temperature of your pond reaches an average of 45°F (7°C).
At 47-50°F (8-10°C) the fish will begin to hibernate at the bottom of the pond.
Regardless of the outside temperature or if your fish come to the surface during
the winter do not feed them. They are surfacing for oxygen not food. If you feed
them during this period, the food will not be digested.
If your pond is not suitable to winter your fish you can bring them inside. They
can be kept inside a tub or aquarium in your home.
The middle paragraph is the key point, particularly this bit: If you feed them during this period, the food will not be digested. That suggests that there are no direct ill effects on the fish themselves through feeding them in winter. There would of course be an effect on their water quality (which would in turn have a negative impact on the fish) if uneaten food was being left to rot in the pond - but if the sturgeon are eating the food, that of course is not an issue.