There are cities in those places yes, but that's the problem: Where there are cities with people, there is heat pretty much by default since we need it to survive, he needs to have cold to survive.
I never said that it was a good idea to freeze over a city, of course it's not. But to say "He can go and live in a city where it's cold" doesn't work, because the only reasons those cities can exist with normal people in them is because they DO generate heat.
Ideally, he wants to NOT be the odd man out, he wants to be "normal" and not stand out from the crowd, but his criminal actions because he can't aren't in any sense excusable because of that. Understandable perhaps, but not excusable.
It's the same as when in X2 Nightcrawler asks Mystique why, when she can shapeshift, she ever uses her natural blue scaled form, why not change to look normal all the time? Her reply is "Because I shouldn't have to". And the truth is, she's absolutely correct, but it doesn't excuse the fact that she's a callous murdering bitch in her actions.
In an ideal world Freeze shouldn't have to stay in his freeze suit, but of course that's not a free pass for the horrible things he's done.