People have their own personal preferences, not everybody likes cold and dry conditions. Similarly, not everybody is a fan of hot and dry conditions in the summer. I prefer colder weather when it bring an increased snow risk, but also much prefer sunnier weather to overcast weather (like most people), no matter the time of the year. You're quite right in that cold weather often comes with way more sunshine than milder weather, which is why I usually prefer it. However, I don't particuarly like cold days which come alongside cloudy conditions unless it is keeping snow on the ground.
It wouldn't make sense if a cold weather lover compained about the cold, but there is a distinguishment between loving snow and loving cold.