[cryptoz]

I'll list a few:

Many of our cities are architected entirely differently. Most of them have vast underground components (Montreal, Calgary, Ottawa, etc) to aid in keeping the city livable and dense, while not having to go outside.

Our electricity generating requirements are pretty crazy in the winter, to heat all the buildings. Any gap in insulation will cause deaths.

Our construction industry is currently in upheaval, as new techniques are being invented to enable more growth in the cold climate. New concrete insulation tech, new building designs and materials, etc.

I'm not trying to say it's nearly impossible, or outrageously expensive, or anything. But, it's expensive to build out to a stage where we can reasonably house millions of people through the winters. Worth it, though, and hopefully good preparation for space travel / Mars colonization when the time comes.