It depends really. If I lived somewhere where natural disasters were a common occurrence then I probably would. Luckily I live in the UK which, while not great in other ways, has a temperate climate. That said, if the south gets too much warmer then I am tempted to move to Scotland. I don’t cope well in temperatures above 19 Celsius. It would be one of several reasons though, not the overriding factor.
I love the rain and cloudiness! It’s peaceful (flash flooding aside, that can suck depending on where you live)