I think it really depends. Here (northern Germany) you don't really get a lot of snow. So a bit of snow & the accompanied very dry weather is significantly nicer than the cold, damp ~0-5c rain you'd otherwise get in winter. The snow usually doesn't pile up high enough to really be a problem.
So the choice here is "slightly below 0 with a bit of snow" or "slightly above 0 with rain". It's not like crazy canadian levels of "a meter of snow and -30c" type situation.
Guess what also gets you wet? Snow. It'll even get you wet when it isn't snowing, since it stays on the ground, and for a very long time.