Cats love comfort. They also know a good thing when they see it. From this, they've somehow gained a reputation for being finicky, for shunning the cold, or the wet, and for not leaving their silk-tasseled cushions by the fire for anything less than food.
Don't you believe it. This is a picture of my barn cats Sophie and Gray, coming out to meet me in the morning. Yes, I have food. But they know darn well they could wait in the relative warmth of the barn, and get their food just as quickly. But they don't. Rain, snow, or shine, they come out to say hello. Just because. There's nothing wimpy about cats.