Fire-breathing dragons prefer arid and tropical climates, at least during the winter months. While they can withstand an incredible range of high temperatures, they are vulnerable to freezing weather. They can learn to tolerate a certain amount of cold with exposure, but most don't bother with the inconvenience.
Smolder: "Come on, Gar-Gar!"
Garble: "No."
Smolder: "You'll get used to the cold, promise!"
Garble: "I said no! This is stupid! This place is stupid! No one should live here!"
Smolder: "Now you're just being dramatic."
Garble: "I'm not going back outside until I stop seeing my own breath out there."
Smolder: "Okay, see you in three months!"
Garble: "..."
Garble: "Stupid cold. Stupid ponies."