Which is why they invented skiing! Norwegians do quite a lot of physical exercise but it has to vary over the year. Cross country skiing is a good way to get into nature and is great full body workout. But yes, the bikini beach party season seems to be so short that I've missed it every year, unless you're talking about the quick run from the sauna to the icy sea.
Indeed, from a couple of friends who moved to Finnish Lapland, I know the frozen north is a great place for exercise in the winter because of all the skiing and fatbike opportunities, with a network of free shelters stocked with firewood so that one can do overnight trips. But now that I recall that most of Norway’s population is on the coast where temperatures stay more moderate, I wonder how many of them have access to good skiing conditions right outside their door.
This problem has been solved by everyone being rich enough to have a cabin in the mountains! Joking aside, whilst many people have access to a cabin through friends or family, most people don't have to travel far to go skiing as the temperature drops quickly as you go inland and uphill. There's also a lot of artificial snow production when it is cold enough for both downhill and cross country skiing.
I've lived in four countries in all and am currently in Sweden. It's cold here too, but so many people exercise regularly in all seasons both inside and out. I believe this is also helped by the fact that it's very common for companies to provide a (tax-advantaged) health allowance that subsidizes things like gym memberships, fitness classes, race or other event entries, etc.
Maybe Singapore? There are lots of English-speaking employers, the weather is great, and the better apartments come with rooftop tennis, gym, and pool. MRT is amazing and allows you to quickly go to free parks like the botanical garden if you feel like walking around outside. That will surely help with the winter blues. Lots of university students, too. But alcohol and/or parties are extremely expensive and dorms are typically gender-separated with security guards.
