We also have harsh dry continental weather in Europe, you just have to move a bit more east, Russia starts to have its meteorological say.
Ie my own Slovakia has generally much lower humidity compared to say Switzerland or France, summers and winters and everything in between. Younger back home I've skied in -30C, and also experienced above 30 regularly during summers.
This is coming from decade and a half spending here in the western Europe. Coming home say on Christmas is always quite a shock for my breathing aparatus, more humidity simplifies breathing and infections.
The US west coast is mild near the ocean, but quickly hits mountains and the Eastern side of those mountains has a much more extreme climate. Seattle has a climate not too different than London and much more mild than Boston.
Is that extreme enough by your standards?