Ha! I spent about a year in Chicago a few years back and got the full winter experience. I actually like the cold and snow, so I wasn't bothered too much. I was the digital nomad who went to Lithuania in November and December and somehow it didn't occur to me that I was setting myself up for endless twilight (and ended up really enjoying it anyway).
That's definitely something to consider though if you need the sun. I found that having access to the train makes it way easier to get around in the snow compared to having to drive everywhere, but YMMV for sure.
