Doesn't surprise me. Wyoming's pretty low stress, it's gorgeous, you find reasons to get outside, and so on. Sure, if you can't handle the weather, you'll be miserable.
I love the Rocky Mountain region in general. Can't say I'm unhappy to have moved south to #5 on the list, but occasionally I get sick of the number of people in Greenie land and the resulting traffic. Oh, and the stench of my Vietnam veteran neighbor's pot smoke when the wind's moving in the wrong direction. But whatever, I suppose. He served our country and got PTSD from it, I don't begrudge him his pot.