I doubt that there is any place, even the most desirable, that doesn't have its negatives. California has a generally mild climate (not always!), but we must endure earthquakes and wildfires.

Spending time with my grandparents in Illinois, everyone was looking forward eagerly to retirement, yearning to relocate to either California or Florida...

BTW, temps in Death Valley (California) hit 128F recently, but it was a dry heat....