Agreed, not least of which because very few people go out for a walk when it's snowing or raining, which increases my enjoyment greatly. I love having a whole snowy street completely to myself.
Snow deadens sound quite a bit, and even rain adds white noise. Either is pleasant when you want to just walk and (not) think.
I'm an all seasons kind of guy. Sometimes you just gotta put more clothes on. And gloves and a hat. Also boots. Winter walks can be the best walks.