I mean, Montréal also regularly sees temperatures around -30 C in the winter, so it's not completely ridiculous to suggest this decision may be informed by fundamentally different design constraints from, say, San Francisco or many European cities [1].

[1] https://en.wikipedia.org/wiki/Montreal_Metro#Station_design

…except there is now also a light rail, the REM, which goes above ground including in Winter

You can do covered at grade (e.g. Sofia Metro has a few km section like this - covered to protect against the cold weather in the winter, but at grade to save costs).

Montreal did it wrong so nobody should try again? I'm struggling to see what your point is. Montreal is in north America, not Europe, in case you're not aware.