Short answer: yes, probably—if your furniture is going to sit outside through snow, ice, freeze-thaw cycles, and road salt. But “weatherproof” is not a magic word, and you do not necessarily need the most expensive set on the market. You need furniture that is suitable for how exposed it will be and how much effort you are willing to put into caring for it.
In a place with harsh winters, the real enemies are not just cold temperatures. They are moisture, freeze-thaw movement, snow load, ice, salt, and long periods of dampness. A cheap untreated wood chair can crack and warp. Mild steel can rust. Resin wicker can become brittle. Ordinary outdoor fabric can mildew or fade. If your urban outdoor space is a balcony, rooftop, courtyard, or shared patio where you cannot easily move everything indoors, weatherproof urban outdoor furniture is usually a smart investment rather than an optional upgrade.
That said, weatherproof does not mean indestructible. Powder-coated aluminum frames, stainless steel hardware, teak or well-finished acacia, HDPE lumber, solution-dyed acrylic fabrics, and quick-dry foam are much better bets than untreated wood, standard steel, or thin resin. Look at the details: welded joints, drainage holes, removable cushions, UV resistance, and a warranty that actually covers winter conditions. A beautiful set with poor hardware can fail faster than a simpler set built for exposure.
If you have a small balcony and can store cushions and even fold the chairs inside during the worst weeks, you may not need extreme winter performance. But the frame still needs to handle cold and moisture. If your furniture stays outside all winter, especially in an urban area where snowplows throw salt and slush, weatherproof construction matters a lot. Salt is particularly hard on metal, and covers alone are not enough if moisture gets trapped underneath. Use breathable covers, elevate legs where possible, clean off salt and grit, and store cushions before the first big freeze.
So do you really need it? I would say yes if the furniture is permanently exposed. You can spend less on a basic set and replace it every few years, but that is usually more expensive and more wasteful. Buy weather-resistant materials, keep up simple maintenance, and store what you can. That is the practical balance for harsh winters.