Former hyper religious person here with some anecdotal evidence ... I used to think i had a compulsive problem with sexual behavior. When i dropped the religious shame-based belief system, the compulsivity went with it. Like magic.

A simplified but still true answer:

For most locations on the planet, temperature change is largely driven by the heat differential between the closest pole and the tropics/equator. The tropics always gets a lot of sunlight. In the summer (in the northern hemisphere) the closest pole gets a lot of sunlight too. So there's not a huge differential to trigger wind/shifting temperature in the areas in between.

In the winter, the north pole gets almost no sunlight and the equator still gets lots. So the differential is much higher. Which means there's lots of wind activity and disequilibrium, leading to more temperature change in between.