I’m Swiss, but I was born and raised in the Gulf states. When I visit Switzerland during the cold season, I immediately become depressed, irritable, and in a bad mood. I prefer the heat 100%. I don’t think I could live in a place with a cold climate and be happy.
Gloomy weather itself doesn’t make me depressed but the sun always makes me feel better and it’s something you need sometimes. Also being in the cold for a long time starts to hurt after a while so that could also make you irritable.