The cold is better than the heat. It just is. There are several examples I can use to back this up.
First, you can always put more clothes on, but you can't avoid the heat. If you're hot outside, you're pretty much stuck. If you are cold, you can wear a jacket or a heated scarf. It's easy enough to work around.
Also, it's great to snuggle up under blankets during the winter. I'm a person who likes being comfortable and wrapped up like a burrito in my blankets when I go to sleep. When you are stuck in the heat at night, it's really hard to sleep. There is a constant struggle of wanting to sleep with a blanket, but sweating like crazy when you try to be comfortable. The heat is not a friend when you are trying to sleep.
In addition, heat just makes people cranky. When you are really hot and can't escape the rays of the sun, you are going to be in a bad mood. You will complain and feel gross because you are sweating through your clothes. In the cold, on the other hand, you may be chilly and running through the cold to get into a building, but people don't complain and get as bitter as much as they do in the sweltering heat.
Of course, I am not overlooking the fact that there are a lot of fun things to do when it's hot out. You can swim, go boating, and go to the beach. Personally, I would rather throw a snowball.
I'm also extremely light-skinned, so for me, heat means sunburn. Sunscreen also feels gross and greasy, so I'd prefer a cool, cloudy day over a bright, hot one.
In the heat, it's a lot easier to get dehydrated too. You have to constantly remember to protect yourself from the sun and drink lots of fluids in the summer, whereas, in the winter, you can wrap yourself in a blanket and drink hot chocolate while you stare out the window at a winter wonderland. To me, that's a lot more appealing.
If you're in a place with no heat, you can wrap yourself up and be OK. If you're in a place with no AC, it's just not going to be a good day. You'll have to deal with the humid air, the constant sweat, the effort it takes to just breathe and the inability to really do anything in your state.
Cold obviously wins out. Who doesn't love comfy sweaters and fluffy socks? To everyone who is like me and loves the cold as opposed to the heat, you know you feel like a human radiator when you go anywhere where people love the heat. It's a struggle when you are somewhere where the heat is turned on high and you feel like laying down and dying. So blast that AC, wrap yourself in blankets, and be the little polar bear that you were meant to be. After all, the cold is superior.