The WFH is a huge part. Just moved from a tiny 1 bed near downtown LA to a 3 bed place in Chicago with lower rent. My girlfriend and I both get our own offices, we have a yard, and enough places that are half open nearby that we're pretty happy.
Per Wikipedia, Chicago's record extreme low is -25°F.
Wear layers. A scarf makes a huge difference. Probably larger than you would think.
Chicago will probably get a "polar vortex" in February or March. It will be a week of really cold weather and then it will be over. You'll probably find that November and December are warmer than you expected. January is a bit dreary, but only because of the reduced daylight hours (compared to LA). Chicago is just a bit further north than NYC, but compared to Paris or London it gets a lot more winter daylight.
The think I've noticed about winter since moving to Chicago is that the really sunny days are the coldest and the cloudy days are warmer. If you've got large south-facing windows, you might need to close the shades or even open the window slightly when it is really cold. That sun can be intense!
For the two hours a day it's out!
Obviously an exaggeration but you can go to work in the dark and drive home in the dark on the shortest days of the year. Can be a real bummer for those that didn't grow up like that.
Then there's the humidity with 100+F days in the summer. And mosquitoes.
The other problem was I grew up in a reasonable, livable suburb, and now, when I go back there, I see that rents and housing are really extremely expensive compared to salaries. Jobs suck (there's no real tech industry anymore). And traffic in the suburbs is constant gridlock wherever you go. It's become a real horror show and I couldn't ever contemplate moving back. Weather/Climate is not even the consideration.
Take your pic. CA folks seem to think the rest of the world is an inhospitable wasteland. Sure, CA is a bit more mild, but it's not perfect.
Maybe once or twice per decade is the AQ so bad in CA you have to stay indoors. As opposed to weeks or months every winter (depending on your tolerance - I hate cold).
We definitely had stay-inside days this year and last year, and I could have sworn we did the year before as well. That blew through your per-decade quota in recent consecutive years.
I fully expect we'll have some stay-inside days next year too.
But I do agree that the number of days the air quality is bad just does not come close to the number of days where it's really cold or really hot in other places.
The advantage with cold is that it’s possible to do something about it. You can always layer up and get better materials for your layers. I spend hours skiing outside at like -15F and am actually comfortable. In hot weather though, once you’re sprawled out naked on the ground, you’ve exhausted your means to get cooler without some kind of machine.
The problem is environmentalists don't want to do planned/controlled burning anymore, hence, the things burn by themselves on their own schedule now, out of our control.