SAD is a thing, but it doesn’t affect everyone equally. Regular exercise outdoors during daylight hours helps, but people’s schedules don’t always make it possible.
Some people hate the cold. I am one of them, it makes me feel physically threatened. Paradoxically, I love snow and snow sports! As long as I can control how and why I go out, for how long, in what gear, I am fine. Improperly heated dorm rooms and offices, cold beds, waiting for trains on icy platforms, make me miserable. Again, you may not like the cold at all, or have particular needs how to control your own exposure, which may or may not be met.
That said, having spent a winter in the American North East, I have always wondered why colleges in the area do not invest a little more in mitigating facilities such as warm leisure pools, hot tubs, saunas, steam rooms, infrared cabins and daylight rooms. It’s all natatoriums and gyms. Is it the Puritan heritage?