Only just noticed this thread, and I felt like commenting on the "why would you move here?! mentality." This is something I've just got used to hearing here in S. Wales. I don't think it phases me any more. I've found that the Welsh are more open with asking questions like that (the number of times I've had that very conversation with checkers in the grocery store . . .) I've come to realise that they are just being friendly and curious, and I don't think much of the question usually. I don't come from somewhere sunny and warm like Florida, and I still get the question all the time. I can imagine coming from one of the few places people are actually familiar with, you'll get it a lot. I think that could make the conversation a bit more annoying for you.
I found that when I was working in the Vale of Glamorgan, it was less comfortable for me. In Cardiff, people had a bit wider view of the world, but when I worked in Barry, they weren't as well travelled and it was the old "the grass is always greener" mentality. They seemed more baffled and sometimes couldn't let it go. I just tried to politely move on from those conversations, as it wasn't their business, and I didn't feel the need to convince them. I did have one dentist from an Eastern European country who wouldn't let it go once--spent the whole hour I was in there shaking his head and exclaiming how mad I was to leave the USA. I actually asked for a new dentist after this. I think he was the only one who truly made me uncomfortable, and I couldn't get away.
I think it comes down to understanding why people are asking the question. Usually for me, it has just been friendliness and curiosity. I'm more than happy to respond to this as I'm chatty myself. If it's intrusive, I'll keep the conversation short. I love the suggestion of making a joke about coming for the lovely weather. Others will laugh at this. I often just say "my husband's from here and it's home now." Sometimes I'll tell them how I love living in Wales--that it's green and beautiful and the people are friendly--this often gets a surprised reaction though. You could throw in a bit of Welsh culture and say something like "I wanted to cwtch with my Welsh sweetheart and it just isn't the same in Florida." That should get a smile from any proud Welshman
Another bit will be adapting yourself to the idea of this being your home for the time being. Maybe that is impacting how you respond to others reactions--making it feel more negative at times than you want it to be. Maybe don't think of it so much as having a country, but this being home, here with your sweetheart. I think the longer I was here, the less my being American seemed to be important. I used to think and talk about it all the time, but now it's really just a sideline conversation. It hardly comes up with friends or colleagues, and I just get the random curious conversation from the odd shopkeeper, and I just think of it as an excuse to get to know people in my community.
