It's a 'learned thing'. When you are just learning to walk your parents and older siblings take you out into the winter wonderland and teach you how to have fun in the winter weather. If they do a good enough job of it the lesson stays with you..... After that, you miss the winter when you live in the south. I guess it could wear off when you get really old....
I love winter and have my whole life. I'm an old guy who loves to ski and be in the snow. Without traffic and the idiots on the road, I even enjoy driving in it. I wouldn't want to live where there were not four seasons.