A couple things make me doubt it’s true.
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Cars end up all over the country after their initial sale. My 98 Ranger that I bought at Basil on Walden was originally registered in Texas. On a 10 below day the heater in that truck would burn your hand if you left it in front of the vent on high.
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I’ve seen information on the testing they do on pre-production cars. They test them everywhere from desert conditions, to arctic conditions and the heating and cooling systems have to work for both.
Maybe a slightly different tune put on at the dealer for cars that end up in real high altitudes like Denver. I’d think that would be more of an issue in the days of carbs though.