Arizona, blessing or missing?

So I've been thinking lately that I can't decide if Arizona weather is simply a blessing or if it's missing something. Don't get me wrong I love the warmth, but miss the snow, and when it gets cool enough to wear a jacket or turn on the heat, it just seems that it ought to snow too. When I was in the philippines, it was always short sleeve weather, so I didn't really miss the seasons, because it was wonderfully warm. And although it's like that most of the year here, when the temperature starts to drop, it seems that it ought to preceed a change of season. There's something anti-climatic about it getting cold, then never becoming fall or true winter. It's a situation I can't decide yet if I like or not.