New York (where I'm from) is generally a lot colder than southern states, but has significantly hotter summers than South Florida (where I live) because of a difference in humidity and possibly because of elevation. Likewise, from what I understand, much of Canada has tolerable weather throughout many months instead of the constant snow and cold some may take it for.
That said, it's been 200 years since the events of Oblivion. Climates can change in that time--especially after a nearby volcano erupts.

One of the things I love about Morrowind is that it just looks more tropical and jungly than Oblivion or Skyrim.