First, it's cold. Really, really cold. If we assume that Columbia is floating at around the cruising altitude of a typical commercial airliner – 32,000 ft, or about 9 km – and that the ground temperature is 15 degrees Celsius, the temperature of the lovely fake beach at Battleship Bay would be a chill -45 degrees. That would hardly be comfortable for ice skating, much less tanning on the beach.
Second, it's a bit windy. The higher the altitude, the faster the winds. With a fairly common 5 m/s at 10 m above ground, Columbia would face something like 13 m/s. Okay, so maybe it's a little windy, but surely you could deal with it. But then it gets windy. A windy day in the Sodom below, at say 15 m/s, and people would certainly be swept off the streets of Columbia with winds at almost 40 m/s.
No thanks, Comstock, I'll be just fine down here.