Scientists do know that people with pre-existing muscle pain can experience worse symptoms in cold weather, particularly if they have certain underlying conditions.
For example, fibromyalgia causes long-term and widespread muscle pain throughout the body. A 2021 review found that a subgroup of people with fibromyalgia perceive cold temperatures as physically painful, worsening their symptoms.
This does not necessarily mean all people with muscle pain in cold weather have a chronic condition, though. There are several reasons why people may have this symptom.
A Systematic Review Into the Influence of Temperature on Fibromyalgia Pain: Meteorological Studies and Quantitative Sensory Testing