I'm sure America has more extremes, but I recently heard a Russian complaining about the cold here in the Netherlands, while it was only freezing slightly, around 0C, and it can get much colder. When it's windy and wet it can feel much colder, and summer heat can be less plaisant than higher temperatures in Southern-France. Average temperature is not the whole story. In general I ride between -10C and 35C, rain, wind, snow or ice, but the combination of -10C and strong winds is pretty rare so I might chicken out the next occasion now I'm middle-aged.

I do dress for the destination, sometimes in suit and tie. I have a full chaincase, fenders and a mudflap, I take good care of leather shoes which includes sometimes lifting my feet while riding through deep puddles. It's regular clothes but when I buy a coat I make sure the sleeves are long enough for the handlebar position and the wind doesn't blow in elsewhere either, with of course a scarf. I have a (stylish) wool cap with fold in earmuffs (less stylish with them out), that I sometimes have to hold for a moment so it won't blow off. But when it's really cold you can get away with anything, if it looks very warm people will only envy you. In the summer heat I just ride slowly,it's less hot than walking, and sometimes bring a fresh shirt.

It's probably more a matter of just dealing with the weather, in mass cycling countries like Denmark and the Netherlands it's a shared discomfort which is not only a consolation but you never have to 'defend' your decision to bike here, and there's a certain pride in just taking on the weather as it comes. The most important difference is probably that distances are much shorter though, in 20 minutes you can't get that cold or wet, the discomfort is bareable, if it's slippery you can slow down to safe speed, there are other cyclists around so you won't freeze to death if you fall and get hurt badly. Basically the weather is just a much shorter problem for most.