I’ve got to agree with the “it’s more the grey then the cold”.
Another Minnesotan, so I do know cold when it bites me, but dang it, at least give me sunlight.
Several years ago, some friends and I went to Iceland for New Year’s (yes, I got laughed at for going to Iceland while everyone else was going to Mexico.) Anyway, it was noticably warmer in Reykjavik, but man was it depressing. Sunrise was after 11AM and sunset was about 3:30pm. In addition, the whole time we were there it was cloudy. So the most you got was a drab grey sky that was slightly lighter then it had been before sunrise. I’ll take “it hurts to breath” cold over that, any time.