Yeah, but it works both ways, get them in a cold province and suddenly they're a lot weaker. It's the Niefelheim/Caelum paradigm, some units get really powerful in the right weather but crumble like wet paper if they find themselves in a province with the opposite temperature. Really good for defense, but not so hot (pun intended) for offense.

Plus there's always ranged attacks which fully ignore defense by default not to menion lowl level spells like earth meld and whatnot.