Being in current -20F temps it's a wonder people put up with it...
But in all seriousness I think one kinda cool thing about at least in Saskatchewan, is when it's this cold and there is snow in the ground, lights from like street lights from afar don't just shine down but make pillars of faint light reaching up into the sky. It makes it look like many faint searchlights going up, it's kinda neat.
Else I agree with SD. Being in and cozy (like I am right now) is not something you get in the summer. It's enjoyable.