I've owned one of those. You need to fiddle with the gas flow lever in order to obtain the perfect flow rate for reliable ignition. This is a problem specific to all lighters of this type.
Also: The boiling point of butane is -0.5C. So it is too cold where you are for the gas, which is under pressure in the lighter to vapourise. Carrying them in an inside pocket tends to "cure" that problem. If you do that, you should get around 10 - 15 seconds of flame. That is usually more than sufficent.

I actually carry a high end "bunsen burner" light with me. It pays to buy a good quality reliable unit. Under many circumstances they are a real lifesaver.

My prefered cold weather carry (for those who are interested):

Zippo.
Full sized ferro rod and/or a DOAN block.
"Bunsen burner" lighter.
R.E.I. or Lifeboat matches(6) and Choghlans waterproof matches in a G.I. Matchsafe.
Tinder Quick.
2 or more Esbit, Wetfire or trioxane cubes.
Petrolium Jelly and cotton wool balls.

That might look like over kill. It's not. It's a kit that is surprising small and gives you a lot of firelighting options.