Should furnace fan run when return and supply are 'backwards'?
You're right--it's not a matter of efficiency, but of comfort. I'm in a similar climate, and the only time I run the fan between heat cycles is if 1) I have the fireplace burning and it gets very warm in some parts of the house, or 2) I have a lot of company over and we need air circulation. 

Otherwise, it just makes the house feel cold. I wouldn't do it. Granted, I don't have your reversed airflow path, so I may not have issues with window icing and cold zones to the degree that you do.

I'd look into having flow reversed. It's probably a fairly inexpensive job to reconfigure the furnace plenums, and you could tackle the vent swaps yourself. That is, of course, if the duct capacity is appropriate.