Not really 'mild' but relatively compared to the eastern parts of the Great Plains in winter. The summers are about the same.
I'm guessing it has something to do with chinook winds from the Rockies but I don't know. These cities are around the same latitude:
Billings, MT vs Aberdeen, SD
https://en.wikipedia.org/wiki/Billings,_Montana
https://en.wikipedia.org/wiki/Aberdeen,_South_Dakota
Great Falls, MT vs Fargo, ND
https://en.wikipedia.org/wiki/Great_Falls,_Montana
https://en.wikipedia.org/wiki/Fargo,_North_Dakota
Lethbridge, AB vs Brandon, MB
https://en.wikipedia.org/wiki/Lethbridge
https://en.wikipedia.org/wiki/Brandon,_Manitoba
The difference is enormous, even with Aberdeen vs Lethbridge!