In my practical experience with them, I've never noticed much affect by altitude - mostly temperature.. pretty easy to deal with down to about -5C, below that you have to be a bit more careful, and below about -10C you really have to baby the cartridge to make sure it starts out warm i.e. keep it in your sleeping bag.

of course there is winter and there is winter.. I regularly take one out in temperatures I expect to see below freezing. I just don't take one for deep deep cold, and esp if I'm gonna melt snow for water - by that time you tend to need so much fuel you're better off with white gas.