Also, you basically can't go outside. Sure, you can go from a heated building to a heated vehicle then into a different heated building. Or, when it isn't too cold you can do certain sports outside. But, even going for a walk means putting on a huge number of layers, and then trudging through snow which slows you down, trips you up, and gives you very little traction.
Not to mention that never being able to open a window means no nature sounds for months on end. The cold and snow means no sight of living nature (other than pine trees) for months.
It's also extremely difficult and dangerous to bike (at least here) so you either need to own a car, spend a lot on taxis / lyft, or spend nearly as long as it would take to walk and take public transit.
If I lived somewhere where winter lasted 1-2 months I might enjoy it. But, where I live it's 5+ months, and I fucking hate it.