There is an old gag which asks: "Why don't polar bears eat penguins?" The answer is that polar bears inhabit arctic regions, whereas penguins inhabit antarctic regions, as shown here.

There is a saying that the poles are where weather is made. Weather is a heat-driven system, the temperature difference between the poles and the equator, amongst other things, drives our weather. Air is constantly being either warmed or cooled in a planet-wide system, but air is warmed much more in the equatorial regions and cooled more in the polar regions.  (Please note: this is a deliberate oversimplification for purposes of explanation.)