Mine has increased, as far as exercising in the cold. As for just walking around, like in the city, I can tolerate it, as I have better clothes now, but I prefer NOT to do it. I love being outdoors in the winter, but I am working hard!
I have lost tolerance to heat since leaving AZ, but what I really have no tolerance for is heat and humidity. It increased a little over the past 2 summers, which were really hot here.
I understand why people want to move to places where it doesn't get cold, but I love the change of seasons/winter sports so much, I will never do it. I also couldn't live somewhere where the winter was longer than it is here. Really, January and February are real winter here, with some variation in December and March. Some years we get snow in those months and other years, not. It's been mostly not in the past couple of years.