I, like most MS'ers apparently, have fewer symptom when the weather is cool. But I do know one person other than you that can't take the cold and prefers heat. He is a member of my local NMSS chapter support group. To give you an idea of how much he prefers heat to cold, he went to Indonesia for vacation and covered with a blanket while setting outside - I went to Alaska and felt better than I have in almost two years.
You may be in the minority of a minority, but you aren't alone.
RRMS since 01/07.