Why does hot weather and sun depress me?

Because it reminds you of something depressing. I love stormy days (within reason) and during winter holidays cloudy means festive to me. I absolutely hate sunny bright cold windy winter days. Reminds me of depressing things.

The cold makes you feel safe while the sun makes you feel open. 

You feel more tired I guess. I often feel more lonely when it's really hot out

Hot weather and relentless sun depress everyone stuck in them. Especially farmers and lost hikers.

Hot weather is uncomfortable and the sun is too bright. The sun gives me headaches. :]

This sounds like a question that should be posted under Psychology.