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And the clock icon never shows the correct time. It seems like the calendar app is a hack to get it to work right.
I used to own an iPhone 3G and was pretty mad that the calendar icon changed day to day but the weather icon always showed 23 degrees C, sunny. So very frustrating, especially in winter when it's -35 and windy. I now run Android and have Beautiful Widgets showing me the correct weather. :)
The weather widget in iOS 5 is a better compromise, it just quickly grabs the weather info when you start pulling down the notification drawer.