Tbf, here, we usually try and cram extra cycle lanes onto roads that don't have the capacity for them. I'd never cycle down the horrible rat runs they've built in our city. They look so dangerous! They're barely used.
Amsterdam was specifically designed from the ground up so that cycling was safe and preferred, not crammed in as an afterthought.
And it's not just about weather, it's the entire culture around outdoor life. In Finland, the gov. stock camp grounds with firewood and axes, kids are given their own hunting knives aged 13/14, and frequently go out to campgrounds to socialise on their snowmobiles after school in the winter months.
Mind you, I think the population density has a lot to do with it. I grew up in a rural area, and it's a lot more like that. The happiest countries I've visited have a similar size to the UK, but a population of around 4-10m.