Everyone keeps mentioning the weather but there are some really nice cities (Vancouver + Toronto) that have climates no worse than some of the northern US states.
You may as well ask why people choose to live in Upstate New York.
Northen US states don't have great weather... I live in London, and although the weather is awful, it rarely ever gets below 0C here. New York? Chicago? They're below freezing for half the winter, no?
You may as well ask why people choose to live in Upstate New York.