Speaking as a native: We have weather, we just don't need it to shout at us. :) The weather is one of the things I miss most, I think. That and a certain relaxed flair when it comes to dress. I definitely stand out in a crowd here. (I mean, I never exactly blended in, but. . .)

Of all the permanently migrated snowbirds I've talked to, my parents included, the only thing people seem to miss is having all the trees turn bright colors at the same time. People will occasionally get nostalgic for freshly fallen snow, but then they recall how it looks after two weeks. And besides, if you really want snow, you can drive an hour and a half to the mountains for a day. And you don't have to shovel the walk.