Yep, both will be cold. PA can get fierce winds. The difference is, if you’re picking with constraints in mind, neither will be comfy cold.
We all get by with warm clothes. Dorm rooms are usually warm, some colleges minimize how far you walk in the raw weather, to get to classes (eg, corridors or slipping though buildings along the way.) But neither is a better choice, if you’re sensitive. Some winters are better, but you can’t predict.
My kids never complained abou the weather in Maine. But they were used to it.
Right now in New England, btw, it’s so cold that when you’re out and someone opens a neaby door (eg, coat off, in a restaurant or waiting in a lobby,) we all feel it.