Not sure what the percentage is, but it's not a small number.

This is the map of areas classified as Köppen Humid Continental. It covers almost all of the populated areas of Canada and the northern United States, as well as parts of Europe and Korea, northern Japan and northern China.

https://en.wikipedia.org/wiki/Humid_continental_climate#/med...

Most northern US geographies experience at least a few days of -30°C (-22°F) weather every winter (even coastal places like NYC -- I remember it was freezing in lower Manhattan ca Feb 2016). However it's not as bad as it looks, as these temperatures are wind-chill temperatures and usually occur in the wee hours of the morning.

Agreed; -30C is not really that bad if you dress for it. I find it a lot more pleasant than +30C with humidity.