I think out of 45 superbowls (including upcoming ones), 3 have been in cold weather cities. Detroit twice and Minneapolis once (I think in the early 90s or late 80s).
It's really because of the media circus that surrounds the game. It's a lot easier if the weather is nice, and reporters and such are in better moods. And the owners are probably not used to cold weather, as most people avoid it when they can afford to (plus many are elderly).
KC was supposed to get Superbowl 49 (2015? I think) but they blew it because it was contingent on getting taxes to improve their stadium, I think.