True. I despise the Norwegian winter. I'll get through it this year, but I'll likely find somewhere warmer to be next winter.
The summer in Norway on the other hand is magical. I didn't realize what a huge privilege is it to be able to chill/drink beer/barbecue in the park the whole evening and watch the sunset at 23/11PM (or the whole night in the north of Norway) until I lived in Thailand for a year (where the sun always goes down around 18-19).
Sure, it's always warm there, but I really missed the long summer nights. Living far away from the equator has both its advantages and disadvantages.
I visited Oslo a few years back, very briefly, and indeed it did seem like a very nice and well run place.
But no amount of nice social systems will buy you sunshine, so I'm still here in Italy.