Snow is nice because, as everyone knows, it doesn’t snow if it’s too cold. We’re in the middle of our second ‘cold snap’ - minus 20 or so for WEEKS on end - and it’s miserable. When it warms up enough to snow, I am overjoyed.
You are always cold to your bones, or at least your fingers and toes are. To warm up you have to take hot showers which means your skin dries out and gets itchy.
The air is painfully dry (and if you don’t believe that air can be painfully dry, get on up to Toronto and check it out!), the black ice everywhere is trecherous, it’s impossible to insulate against the wind which will find any crack in your fleecy-downy-Gore-Tex armour.
You can’t walk down the street normally: you have to hunch up your shoulders to keep the wind off your neck, and look where you walk to make sure you don’t slip, so your back/neck/shoulders are always tense.
You are deprived of sunlight, which is always depressing, because you can’t just go out for a walk in the park or sit on a patio for a drink.
You don’t exercise as much - instead of walking you drive or take the bus, and your outdoor sports habits are disrupted - so your body doesn’t feel as good.
Everyone you meet is unhappy because everyone else is going through this too. You never see your friends because it’s too unpleasant to think about going out, when sitting in your (reasonably) warm living room.
Now, I’m really not as unhappy as all that - I’m Canadian so I’m kind of used to it. But I know how miserable it is when it’s too hot and humid, and I’d still take that over this hellish cold and dry. Any time.