Hmm I’m not an expert when it comes to Fantasy, but I guess the way they address climate in this genre is through nature, geography and ecosystems as a whole. I think Miyazaki is a good example, like in the case of Princess Mononoke, which is about deforestation and predatory human action. I would say folklore is also connected to these topics, but then I again it’s not about climate itself, but rather nature sometimes even embodied in spiritual/magic entities.