Especially for an asthmatic – at least, before the frigid air and wind are so cold they take your breath away. But, in MO (where we lived when my son was born), by the time the weather is that frigid, there is ice and/or impassable snow on the ground.
Funny story: My husband shoveled the front walk. The long walk to the street then lay between two four foot walls of snow. One day, my my son took off running and scrambled up one of the walls. By the time I got to him, he'd gotten over and completely disappeared beneath the snow on the other side.