Denver has terrible weather. Brutal cold in winter...brutal heat in summer...snow in May... 60 one day...-20 the next. Minneapolis has sh**tty weather compared to most places... But Denver is hardly a climate paradise.
And if you're thinking in the mountains...it gets nearly as cold there as northern MN.
I never said Denver's weather was great, but I think it's far better than Minnesota. The average high/low in Denver is 89/59 in July versus 83/64 in MSP. Most importantly, the humidity is much lower in Denver, as is generally the case in most Western cities. The coldest average in Denver is December at 43/17 versus MSP's 24/8 in January. I think both of those are brutally cold, but Denver sounds much better. They appear to get the same amount of snow, but Denver tends to be quite a bit sunnier and drier overall.
(Fwiw, I'm someone that believes the ideal climate is something along the lines of San Diego.)