My little girl loves the sun, hates cold and rainy days

I've notice that she sulks all day when it's raining and/or cloudy and she can't sunbathe. She keeps going to the door and when I open to let her out, she looks at me sooo sad and goes back to sulking.
It would brake your heart seeing her walk so slowly, head down, droopy eyes and throwing herself on the floor in deep depression. I can swear that she and her brother think that I can make it stop raining and bring the sun up again

They look at me as if it's my fault or as if wondering why I don't fix it.
Do any of your babies get the blues in nasty weather? What do you do to help them feel better?