It's a bit interesting in that the conditions which create a yuki-onna could be met almost anywhere that has harsh winters, and once they've been created they wouldn't suddenly disappear once the season changed (unless another effect deactivated their snowstorm effect.) Makes me think of Fairbanks, Alaska, where the winter can hit -30 F and the summers can climb over 100 F; it wouldn't be at all weird (from a fantasy world perspective) to be exploring the plains outside of such an area and discover a frozen hot spring or strange cave with icy winds blowing out of it where a yuki-onna resides, even if the current ambient temperature is sultry.