I live within 100 miles of you. Admittedly, I am to the south and there are times we get rain and it snows North of I78. (How does the snow where I78 is, anyway? ). I took delivery on Dec 24th and didn't upgrade the tires for this winter. I too didn't want to spend $800 immediately after buying a 40K car. (I think it is a mental thing). And the rubber was brand new so I decided to risk it for a few months.
I will however go with either all weather or snow tires next season. The car definitely was driveable in the snow with care. I absolutely needed to clutch before turning, otherwise it had a tendacy to snow plow.
Also, it was a bit scary a couple of times when braking. I wasn't going fast, but slid. I recognize that might have happened with other tires also, but I suspect proper winter wear would give better grip.
I do agree with your point about what is available from Volvo. It would have been nice to order the car with a choice of performance, snows and/or all weather tires. That would have reduced the cognitive dissonance of needing to buy tires immediately after buying the car. And this view has nothing at all to do with my understanding (or lack thereof) of what it means to buy a performance car. It just dollars and sense and a mental thing.