That chart doesn't tell the whole story, as they will still get lows in the -30s C, and could get to -40s (which is the same in fahrenheit). However, even in Edmonton, the amount of days that are truly awful are measured in weeks, not months. Most of the winter is pleasant weather once you dress up for it. The average lows even for Edmonton from December-March are still just -14, -16, -13, -8. (in degrees fahrenheit that's 7, 3, 9, 18). And yes it is a lot of sunshine in these months. When the temperature is bad you stay in. It's not the best but people hide from heat in Arizona and I doubt it's much better.
There was someone on here that said that spring made him have to leave, and that actually has more truth to it than the idea that winters will scare you. The spring is ugly, wet and grey until it greens up.