I didn't leave because of seasonal depression but I left because the cold sucks balls and I hated it (despite being someone who plays hockey all year).

Weather splits a lot of people, I know plenty of people who would rather eat dirt then live in a place with no seasons and I have people who live vicariously through me during the winter months up North.

Leaving family and friends can be tough but unless you have the personality of a gently used toaster strudel you'll find new people to click with.