This article in Planetizen says maybe not. But I think it is all relative, and they may be the best the U.S. has to offer. Cities mentioned in this article are Buffalo, Duluth (MN), Milwaukee, Cleveland, Chicago, Marquette (MI), Minneapolis, and Toledo.

Here are strikes mentioned against the region, with my thoughts in brackets:

• invasive aquatic species [sad for aquatic ecosystems and sport fishermen, maybe not a big risk to human wellbeing. Great Lakes fish are not a big source of food that I know of, largely due to legacy industrial pollution. In other words we have already poisoned the ecosystem to a degree that we can’t and don’t rely on it as a major food source.]
• nutrient pollution from farms and sewage [something I have expertise in, and yes it is a big issue. Agriculture is the much bigger issue because it is massive and essentially unregulated. The article focuses on untreated sewage overflow, which everyone can agree are gross, but treated sewage is the bigger player when it comes to nutrient pollution. People are just another big population of animals, and yes we have better wastewater treatment than the cows and pigs but removing nutrients to the degree needed is very expensive and has not been a historical focus. BUT see my comments above regarding sad for the ecosystem and water-based recreation, not an existential threat to humans. Water-based recreation certainly adds economic value, and I am not discounting this, just again saying not an existential threat.]
• more intense storms [big issue, with daily tragedies unfolding around the country and world. This region is not immune, but certainly not uniquely vulnerable relative to others.]
• wildly fluctuating lake levels. [This one is interesting, because the levels in the lakes depend on the seasonal balance of runoff and evaporation, which can fluctuate quite a bit. It’s similar to coastal flooding and sea level rise issues, but on a different time scale. To me, seems like a problem if you are very near a waterfront or in a very low lying area. Certainly an issue, but seems less scary/more manageable than a category 5 hurricane hitting your city with the energy of a nuclear weapon, and/or the slow but irreversible rise in sea level.]
• pressure to divert water across basin boundaries to areas with groundwater depletion, population growth, and pollution issues. [This region has a strong international legal framework for resisting this pressure. Political pressure chips away at it, but the framework exists and the situation is much better than areas in the southeast (Florida-Georgia) and southwest (basically everywhere from greater Phoenix to greater Las Vegas to greater Los Angeles) that are much more water scarce and lack this strong framework. We have a similarly strong framework for the Delaware basin serving greater New York, New Jersey, and greater Philadelphia, and again not perfect but we do much better than areas without such a framework.]
• Canadian wildfires [yes, big issue. Very bad for the atmosphere and certainly a short-term health hazard for humans while it is ongoing. Things like this are affecting many regions, and I would rather be inconvenienced in Chicago than scared to death in LA I think.]
• Adaptation, resilience, and infrastructure investment may be lagging behind regions affected by more acute coastal flooding and fire crises. [Maybe, but no evidence for this is provided. Comparing my native Philadelphia to what I saw and heard on a recent visit to Milwaukee, I’m not sure I buy this.]
• More extreme winter weather [mostly an inconvenience, but sure some people will die especially if power outages happen during extreme cold. Most areas of the country are dealing with extreme, cold, heat, or both. Is the electric grid in the Midwest in worse shape than other regions? Again, I don’t see this as a unique vulnerability.]

So my verdict is there is no perfect climate haven, but this region still seems like it might be the best the U.S. has to offer. You could point to Vermont, New Hampshire, and Maine I suppose, but those are not major economic centers unless you count them as part of greater Boston, which is going to face severe coastal issues. In the Midwest you have greater Chicago and greater Toronto, which I see as too big to fail.