Would you uproot your life, leaving behind your family, your job etc if you dont like the weather in a country.
(Obviously theres always more than one advantage of moving someplace but to build a life somewhere, would weather be top 3 factors in choosing where to live).
In most cases (aside from contiguous first in Canada) you can evacuate a town over. If your property is well managed you’ll be fine.
Also sweaters and blue light lamps exist
And don’t forget your vitamin D. Most don’t realize you need it as a supplement in Canada winters period, even if you get outside regularly. It can be a major contributor to winter blues.