Do Middle‑earth and Westeros make sense? Climate scientists modelled them

No, because they appear in fantasy novels! They are generated from the minds of the authors, not from the conditions of this world. They have wind, rain and snow (not to mention gravity), but they also have dragons, Balrogs and talking animals. Tolkien's world may even be flat (I haven't studied it enough to say). Martin's also has dragons and magic.