I grew up in Boston and went to Brown and the weather is virtually identical. There will be snowstorms which race up I-95 and hit both cities; there will be storms which blow out to the Atlantic and miss both. Occasionally the wind pattern means that one city gets an inch of snow and the other gets 4 inches, but that variability can be neighborhood by neighborhood in the same town as well.
New Haven? Two hours south of Providence. If there is any difference in the overall weather it would be mostly undetectable to the average resident. In all three cities, some years are colder than others.
Once you are South of Bennington Vermont/Portland Maine the weather is going to be very similar across mid/southern new England. Don’t slice the bologna too thin here!
Penn does not have the culture you are looking for.
McGill is very well known among US employers and well respected.
There is an intensity to U Chicago which for some kids feels competitive. Worth spending a weekend there to suss that out IMHO.