Much probably stems from where most of your genes came from and developed over 1000's of years. The majority of my genes come from Eastern and Northern Europe, and mountainous regions. I'm not crazy about cold, but I handle it far better than steaming hot humid days. The latter really drains me and at times leaves me feeling ill. I get some of the best sleep I've ever had on a typical Autumn day in the American northeast, sometimes with the window open a crack.
I truly start to get anxiety during hot (90° +/-) days, and I feel like disease, parasites and harmful insects have the climate they need to flourish around me. Some of the places I find most attractive for physical comfort are semi-arid places in higher altitudes, where it's dry but it also doesn't get insanely hot and there are still rivers and some forests.