I had the same problem and have read several posts on other forums from others with this issue.
To get it to work, I finally had to do a restore. But it was very odd. First I got it working on my 4S, but when I restored my 5, it still didn't work. I had to actually create a new backup of the 4S, then use that on my 5 to get weather working on it.
I also had several classic sounds that weren't working and this fixed that issue, as well.