In a cold climate, these wide boulevards lose their leaves in the autumn and the turn into enormous ducts for cold wind to traverse freely. You freeze just while crossing it.
In cold climate, you definitely do not want tall buildings with space between them, or straight roads. Unfortunately that's what gets built.
Particularly good: Central St. Petersburg, especially Petrograd island[1] and other districts with smaller streets such as Peski/Kolomna. Smaller streets, slightly broken grid and uniform height 5-storey buildings lead to never experiencing serious wind. It has a different pest that is ice on the sidewalks, though. Vasilievsky island is slightly worse as there's wider streets and more regular grid.
Particularly bad: The same St. Petersburg but now Brezhnevist and contemporary built up districts such as Murino[2] or Veteranov[3] (but any of these, actually). Even the pompious Stalinist Moscow avenue[4] would be quite uncomfortable in chilly wind and -15C. Wide streets mean faster winds and more walking. St. Petersburg is very transit oriented so most people do walk.
The newly build Vostochnyi Cosmodrome Tsiolkovsky town[5] seems super chilly as it is the same pattern of high-rises separated by a long nothing. And it's located way north. You would need a space suit just to get groceries.
In cold climate, you definitely do not want tall buildings with space between them, or straight roads. Unfortunately that's what gets built.