I am by no means an expert, but after farting around with climate data, even today I'm curious how they smear data across comparatively smaller swathes of territory.
I've noticed, in my area (south west), that many of the stations are located in seemingly unique microclimates--like the tops of mountains, on the shores of rivers, etc.
It roadblocked my layman research because distance to a given station was not very indicative of how that area's climate is.