I don't know anything about cannabis, but I do work for a major seed production company that breeds vegetable plants for use throughout the world.

Breeding for cold tolerance isn't that easy, depending on the plant. Plants have complicated, low-level relationships with temperature. Many of them use temperature to tell them when to germinate, when to flower, when to seed, when to open and close their stomata (by which they absorb CO2 for photosynthesis), etc. To get a plant to grow in a hotter or colder climate than it evolved in, you've got to change all these triggers, and that takes time.

On top of that, plants have different capacities to survive different temperatures. A cold climate has frosts and freezes, which can destroy plant tissue that isn't evolved to withstand it. A cold climate promotes certain kinds of fungal diseases (like botrytis and damp-off), which can kill plants that don't have strong defenses against them. A cold climate slows down transpiration, which can drown plants that evolved to survive rapid transpiration. A cold climate inhibits the uptake of certain nutrients from the soil, which can starve plants that evolved for a different nutrient ratio.

All of these issues can be overcome (obviously, because different plants have evolved to overcome them), but it's slow and expensive. And you're looking at a huge gene pool to achieve it, which only big corporations can meaningfully afford; even in a small plant, like lettuce, you're probably looking at hectares upon hectares upon hectares of land dedicated to growing breeding stock, twice yearly (once in the northern hemisphere and once in the southern hemisphere), to massively change the kind of temperatures lettuce will grow in within a reasonable time frame.

That makes these seeds very expensive to produce, and therefore for expensive to buy. It's a lot easier for growers to just move their operations to appropriate environments, or to just construct appropriate artificial environments (like greenhouses).

The company I work for does try to expand the climates that our vegetables can be grown in (e.g., they're working on developing more vegetables varieties for African farmers to grow), but most of their breeding efforts are going toward traits like yield and pest resistance, because these are quicker and cheaper to breed, and growers find these traits more useful.