I understand what he means. I am from New York, where it does get cold. When I went to school in Chicago for 3 years, I thought it would be similar to New York. I was very, very wrong. I was so frozen after 3 years that I moved to Texas rather than back to New York. It was almost 10 years before I finally warmed up enough to move back to New York.
But almost everyone I know who grew up in Chicago and around there loves it and can't imagine living anywhere else.