Over the course of my life, I have lived in 2 countries and 14 states, including Florida, Virginia, South Carolina, Texas and Hawaii (which I'm sure we could agree all meet your definition of warm.) And yet, I am here in Connecticut by a deliberate choice made 34 years ago.
I did not grow up here, although I lived here for a couple years in the early 60s, because my dad was in the Navy and stationed at the Groton Submarine Base, and for a couple years in the early 80s, because I was also in the Navy and stationed there. My immediate family are all in Missouri, over 1000 miles away, and the in-laws are in Pennsylvania.
After I left the Navy, the young wife and I moved first to Texas and then to Ohio, following the work. When I was planning to go to law school, I was fortunate to have many choices. So I asked the young wife where she wanted to go. She said "let's move back to Connecticut," so I said yes to Yale. We have been here ever since and we love it. I don't ever expect to leave.
There are a number of people I have known here in Connecticut who moved to Florida or somewhere else warm immediately after they retired. Maybe it was the weather, maybe it was the taxes, maybe it was just "the grass is greener" phenomenon. But I'm pretty sure they didn't all find the paradise they were expecting. Many were just unhappy, negative people, and I'm certain that within a few months they were as unhappy with their new home as they were here. And I'd bet dollars to donuts that their new neighbors in Florida or wherever dislike them as much as their Connecticut neighbors ever did.
I'm sure there are exceptions, but in my experience, miserable people can be miserable wherever they go.