You can put on more and more clothing in the cold but only take so much off in the heat. There is some great wool winter running stuff that will keep you warm down below 0 if you layer correctly.
I hear that sometimes, but I don't think it's that simple. Perhaps if you're not doing anything strenuous, then, yes, you can dress appropriately for the weather, and be quite comfortable, even in very cold weather. (Even so, I've lived in cold climates, and scraping ice off of windshields and shoveling snow off of sidewalks is still not my idea of fun.
)
Maybe it's an acquired skill, but, while exercising, having the right amount and type of clothing to stay comfortable but not so warm that you start perspiring (and then
really get cold) seems like a sweet spot that would be difficult to consistently hit.
Plus, cold is uncomfortable, while heat is relaxing.
You never hear anyone saying they're going to take a nice, cold bath! People relax in a nice hot shower, in a sauna, etc. As long as I stay hydrated, and don't overdo the pace, running in the heat doesn't bother me at all.
That said, I admit I'm intentionally being contrarian here, just to somewhat rebut your statement. I do know cold can be invigorating, refreshing, etc., and to a large extent it comes down to what you're acclimated to.