In Michigan we've got a Walmart style set of stores known as Meijer's. After Target built a small style grocery store in East Lansing Meijer's created one in downtown Lansing near the Capitol. Neither city had a grocery downtown in over fifty years. Locals just accepted you had to drive out to the suburbs to shop.
Both stores appear to have a very strong business. So why doesn't either company create one in downtown Detroit where the demand would be a multiple of that in Lansing and East Lansing?
Probably because there is an upper limit to how much grocery you can haul back to your house on foot/bus. It's a completely different lifestyle.
Living in downtown Vancouver, I would go to the grocery store every 1-2 days to get food, because it was close by so there was no reason to "stock up". However growing up in the suburbs, we would go to the grocery store once a week to get all the food for the entire week.
A large scale grocery store/costco style simply doesn't make much sense as the place you go shopping every 1-2 days. So its better to put it in the suburbs and have people from downtown go out of the city every few weeks to stock up on specific items.
I don't see the problem with that, if the wind is not too strong, and it doesn't rain or snow. I've been on my bicycle for hours during the few days I had it that cold. It was fun!
There is no bad weather. There is only bad clothing!