Perhaps, but not to the same degree. To pretend that January and February here aren't much different than January and February in a host of other northern states like much of Illinois, Indiana, Ohio, Pennsylvania, and New York is simply wrong. People who visit here for the first time during the winter months are often quite shocked. They're not acclimated and they don't know how to dress for this sort of winter climate. As far as snow, some of those places certainly can get more snow than we do here, but at least much of theirs tends to melt where ours mostly just piles up for three months.
But, yes, I definitely would rather live here in the winter than live in a place where it rains and/or produces significant freezing rain during much of the winter.