Rural areas are much more common in the US than in other countries and much more likely to lose power in a storm, due to the long lengths of power line needed and the lack of redundancy from being too sparse to have multiple feed-ins to the local substation.

It's not the cold that knocks out power, it's the wet and saturated ground and high winds knocking trees into the power lines.

I grew up in Canadian snowbelt (Great Lakes) and never lost power. If there is an ice storm - then we all freak out. I'm not saying it can't happen if a lot of snow falls and then there is wind but we lose power in summer more often from squirrels trying to nest in transformers. The biggest blackout I experienced was in Toronto in a summer heatwave.

I live on the metric side of the Atlantic. Winter means extra tension on wires, extra load on trees leading to higher risk of air lines broken. At the same time you have decreased number of man-hours in a day, decreased efficiency in those hours and difficulty reaching points of failure physically. This leads to high stress on maintenance in an event of a snowstorm. Depending how inclined your country is to vote for the MBA-style policies, there are chances your maintenance crews are already at near-capacity and therefore such an "adversary" event can easily lead to some a bit more remote areas left without electricity for a week at -20°C. Having A+++ house with photovoltaic cells will not help in that case.

Snow and ice builds up on overhead powerlines. It can cause issues. States with tornados or hurricanes are more likely to build underground which avoids this. My location in SE Michigan is all overhead and, while we rarely lose power, I see tons of issues every ice storm that some unlucky few suffer through.

I live very near a hospital and suspect I branch off their higher-SLA lines so that may be a factor.

Warmer places that don't experience cold much absolutely suffer during a cold spell. Texas (with its independent grid) has been absolutely wrecked every time it gets too cold.

Trees fall down due to combination of heavy snow and wind. They probably don't cut sufficiently around power lines. It is extra bad if the ground hasn't frozen properly yet.

In some places it may be cheaper to dig down the cable than facing storms.

I don't have enough data to generalize across the US, but I grew up in a cold, snowy state (Wisconsin) and we almost never lost power. It happened, but it was pretty rare. We did have a generator for such instances, but that was because we had a dairy farm and the cooling unit for the milk tank needed to be kept running even if utility power was down.