I moved to SoCal for 36 years and lived inland from LA so our weather was more like Phoenix than the weather in LA. Yes it was never bitterly cold the way it has been here recently, but I gotta tell you my last 10 years there I got worn out by it being 90 and above from late June to November. We moved back to OMA Metro primarily for family, but also my wife and I missed the seasons and have been enjoying them these last 3 years.
My first 10 years there I took advantage of everything, Lakers, Kings, Rams, Raiders games, Santa Anita, Del Mar, Hollywood Bowl, concerts, went to the beach all the time, skiing..... But my last 10 years was working on cars, home repairs, gardening. Didn't go to the beach or any of that other stuff at all. Part of it was it got old and outrageously expensive. Part of it was the traffic got progressively more horrible. Part of it was I got tired of crowds. And part of it is my interests changed from spectator stuff to my hobbies. So I was like your Chicago friend, but it took a lot of years to get there.