It's not
impossible
, but it would be so hideously expensive as to not be at all feasible. Weather carries a
ton
of energy, which means it would take a similar ton of energy to emulate it. Given that the more novel weather would be an experience not unlike watching a storm or volcano on TV (watching a sealed room from the safety of a viewing spot) and the more mundane stuff isn't that hard to just experience yourself with a bit of travel, I don't think there'd ever be enough demand to justify the cost.
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