I don't think I do (I'm generally not easily put out by weather), but I would argue that the weather isn't free. I have to survive and deal with weather (clothes, shelter, etc) no matter where I live or what I do.
Well, it's free as in free beer. I'm not paying for the weather, but I still complain about it.
Do you complain about people building new shelter (for free)? The one (also free) we are using is impossible to fix though some people still maintain it.