It could have been any number of reasons:
- Competition or warfare with other tribes compelled some people to migrate to other areas for safety.
- Natural resources of an area might have been depleted (mild winter isn't much of a consolation if there is nothing to eat) and that forced people to move north.
- People (pre-agriculture especially) tended to follow migratory herds of animals that they hunted.
- People's migration patterns were probably gradual. It is unlikely that people moved from Africa to Scandinavia within a single person's lifetime.
- People gradually adopted and acclimated to living in a cold climate, and weren't really bothered by it. Winters aren't that difficult to deal with since they are predictable. Other weather phenomena such as a drought that are less predictable are much more serious problems.
By the way you might get better answers to this question in /r/AskAnthropology or /r/AskSocialScience.