The period when Spengler published his work (1918 and 1922) was a period of deep pessimism for obvious reasons.
At that time, the Baroque era was actually pretty close, less than 200 years ago.
The medieval era, while atrocious in the aspects you mention, was also the start of the liberation of cities and the beginning of some sort of "somewhat free" commerce.
So it does not surprise me that he'd name it the spring. After all, the spring is not an all-pleasant season.
What does surprise me is that German romanticism in the 19th century would already fall in the winter period. But I suspect that he blames Marx, the revolutions of 1848 for the decline and ignores the staggering achievements in art, literature, mathematics and physics in that era.