Funny, I never noticed any difference. For example: This winter I was using my new Asus Zeofone 3 in airplane mode (No cell reception, but had GPS turned on to high accuracy) tracking my ski day on one of the interior mountains in a white out/blizzard,50 kmh winds, in temperatures going down to -26c, so the conditions couldn't possibly get any worse... The phone locked on to a signal relatively quickly (within 30 seconds), and subsequently, I had my handheld GPS tracking the same stats for comparison sake, took about the same time to lock on to a signal, and both tracks were literally identical when overlayed in google earth.
Perhaps GPS technology in phones has changed/improved over the last few years.
Note: Phone I have is an ASUS Zenfone 3. According to maunfacturer specs, has A-GPS, GLONASS.
Handheld GPS: Magellan Xplorist 510
It's a matter of radio and antennae design. GPS units are optimized specifically for GPS constellation frequencies, whereas Smartphones have to be built to handle a much broader range of frequencies, not just on the cellular side, but WiFi, NFC and Bluetooth. Wind doesn't affect reception to any great degree and colder is generally better (less water in the air). Rain and heavy cloud is when you tend to see a big difference (and I have when comparing my iPhone 6 and Garmin)