When bicycling I prefer when it doesn't rain ice cold rain almost everyday from October to March, and when it's not windy every single day (though as a kitesurfer I don't complain about THAT).

It's also not ideal when the sun both rises and sets while you're at work, so you have to bike in the dark everyday for three months. But that's strictly speaking not about climate...

And that's Copenhagen. Stockholm is worse in every possible way, darker, colder (OK, it's not as windy) and few bike lanes. Still, more people bike there than in LA or Miami.