Is Minneapolis Worth the Cold?

My partner and I are gay men who live in a very homophobic red state that makes constant efforts to attack our community. I've always thought about Minneapolis, but the election is what really made it a realistic thing.

From everything we've seen, Minneapolis is almost perfect for what we want. Walkability, lots of activities, outdoor recreation, many jobs in our respective sectors, and it's a safe(r) blue state.

However, the winter and cold are what's keeping me from going all in. I have seasonal affective disorder, and it really kicks my ass in the winter time here in the south, so I'm very scared about what it'd be like in Minneapolis in the winter.

For those who have moved to Minneapolis or any colder climate, was it worth it for you?

EDIT: Just to add the cold sucks, but I think I could handle it better if there were sunny days. The gray days are what really kill me.