The number one question I get asked about commuting (and riding in general) is some variation of: "Don't you get cold?" During the summer, I get asked if I get hot. I always get asked what I do when it rains.
Yes, I get cold / hot / wet / dry / itchy / bored / excited / scared / thrilled / angry / amused. Depending on how long the ride is, I can enjoy all of those conditions between stops for gas. It's pretty neat what happens outside of our voluntary containment in hermetically sealed boxes (some of which roll around and help us carry our coffee-like beverages).
Recently I got caught in the rain on my way home from work. Thankfully it wasn't terribly cold out, and I got home soggy but safe and happy. It was one of the best rides I've ever had. To be honest, I like getting rained on.
Similarly, riding in the cold is uncomfortable, but exhilarating. It only takes a few minutes to get used to the cold (granted, those few minutes are torture. I hate being cold.) and, provided your clothing choices were appropriate, being outdoors is always better than looking out a window.
I've found being outside is far preferable to sitting inside in a climate-controlled room. "Constant" might be reassuring and "safe", but it's also dreadfully boring. The boredom makes it nigh-impossible for me to stay awake in a car (or classroom, or cubicle, or...) for any length of time.
Rain is real. Wind is real. Cold is real. Heat is real.
Room temperature? Not real.
Riding, for all its discomfort and occasional danger, is real. Riding distills everything great, and terrible, about life into a heady and addictive elixir. The difference between riding a motorcycle and travelling by car is like the difference between eating a fresh apple and sitting down to a bowl of canned peas.
So sure, some mornings my fingers hurt from the cold, but I wouldn't trade the ride for a lifetime of cozy fingers and coffee-drinks.