The issue with MN isn’t the weather, that’s just the one that people who aren’t used to it think about. It’s the politics of the place, and what that does to state spending and to taxes. When every budget surplus is a reason to raise annual spending, and every budget shortage as a reason to raise taxes, people don’t have much hope that sanity will ever prevail. Minneapolis-St. Paul is basically Toronto with worse weather and more socialists.
There are a lot of great things about the state, but when someone can basically get a 10% raise just by moving across the border to SD, having easy access to craft beer and the MN pro sports scene (such as it is) loses a lot of its appeal.
Most people I know vow to retire any place but Minnesota.