Hiking or cross country skiing in "bad" weather can be a very good experience. You have to be prepared for it and that includes carrying enough equipment to be able to have shelter, warmth, and food to be able to sit out whatever weather event you have ventured into. Along with this equipment, you must have the knowledge and experience to handle the weather and to be able to know exactly where you are at all times. You should also be very aware of the weather forecast and smart enough to bow out of a trip if extreme conditions are possible.
I've purposely taken winter cross county skiing overnight ski trips when heavy and windy snowstorms are predicted. I have chosen to camp somewhere fairly close to an all weather road so if something goes wrong, I have the ability to bail out and return to my vehicle. My first couple of nights camping in extreme winter weather were in a tent in my back yard. As my experience grew I began to venture further. By doing this I've been able to increase my winter experience and knowledge enough to better handle unpredicted weather when on a more extensive trip where bailing out is not an option. I've done this after taking many trips of increasing difficulty combined with enough training where I could handle what I was going to face. The trick is to push the experience envelope just enough to gain some field smarts, but not enough to get into trouble. Another trick is to be able to change plans to adapt to the weather, which often requires backing out of a trip or stopping and making camp even when on a trip where an overnight was not planned.
Being out in "bad" weather can be a very good experience. Laying in your sleeping bag, inside a four season tent, drinking hot chocolate made over a stove nicely placed in the roomy vestibule found on many four seasons tents, talking with a good friend, and having the wind howl and the snow falling heavily is very rewarding. Waking up the next morning to a few feet of fresh snow is a unique and special experience. In many places winter offers more chance for solitude than summer does.
Winter travel in the mountains requires some knowledge of avalanche dynamics and avoidance. Knowledge of how to use equipment to avoid hypothermia is essential. Small mistakes made during the summer in good weather may cause a minor amount of discomfort. These same "small" mistakes in winter can lead to fatalities.
So hikers and cross country skiers are not stupid just because they chose to take a trip in such weather. Every time you hear of a rescue during these conditions, there are probably many more people who did not have to be rescued. You don't hear about these folks. The "stupid" hikers are those who find themselves in conditions they are not experienced or equipped to get through. Sometimes this is due to improperly evaluating the expected conditions. Another mistake made in southern California is not understanding how rugged and wild the San Gabriel, San Bernardino, and San Jacinto mountains can be. I've been on a few fires in them and understand this very well. The proximity of a very large urban area is of little consequence when the right conditions are experienced.
Those who haven't taken the terrain and weather into account when planning their trips often cause the need for a search and rescue. This can often result in the rescuers being exposed to all sorts of hazards. So the poor decision making of some inexperienced people can affect many other people, most of whom have better sense than to travel beyond their own experience.
Many of the people who have had to be rescued go on and gain a great deal of experience and never have a problem again. Often "stupid" people become very smart. We all are at some point on the learning curve and are not exempt from making mistakes. For some of us those mistakes don't result in the need to be rescued and for others they do. Often the difference is a matter of luck. I try to keep this in mind when observing or being involved in rescues so that I don't become cynical and judgemental.