[wtetzner]

I think it's because further north the Sun is at a lower angle in the sky. So high frequency waves like UV (needed for Vitamin D production) get filtered out by passing through more of the atmosphere.

Lower wavelengths like IR (heat) can more easily pass through the atmosphere. And since the Sun is lower in the sky, it hits more of your body. So you might feel more of the heat, while still getting less UV.

[jodleif]

Its about the angle yes, but the main thing is basically for every square unit of solar radiation gets projected onto a larger surface because of the angle- meaning radiation per unit area is lower. The secondary effect is that sunlight has to travel through more atmosphere, and gets scattered somewhat.