If it is rare enough and you don’t have an emergency that is the right thing. Odds are the rest of your city doesn’t have the ability to deal with those temperatures and so you going out will make things harder for emergency workers who must get out. If your city deals with this often then everyone will know how to deal with it and expect you to deal with it. You cannot shutdown your life for something that happens every single year, but if it is just a day or two every 5 years it isn’t worth being knowing how to deal with it other than the minimum emergency needs (that is make sure your HVAC system at home can handle it)