Climate and geography are basically my number 2 and 3 for deciding on where to live, because I like to spend time outside. Number 1 is obviously security of shelter and other resources, including income to procure them.
Well, you may not want to live in Chicago for other reasons. (It wouldn't be my first choice.) But you certainly can have cities with snow that have a lot of recreational opportunities like in New England, Colorado, etc. But that may just be me accustomed to the fact that it will be cold and snowy at certain times of the year so I need to dress properly and have the right equipment to go out.
Sure, and I tried that. But I also tried only ever having to wear a hoodie or long sleeve shirt and I liked that more.
I also disliked having to deal with freezing temperatures and what the freeze/melt cycles do to basically every material, as well as road/sidewalk treatments like salt and other chlorides.
Why would anyone not consider climate when deciding on a place they'll be living?