How important is range and how much do you enjoy the cornering power of your summer performance tires? You'd lose both with all-season tires.
It would take you weeks to read this complete thread, but it's generally agreed that MINI chose some of the most efficient tires available--especially considering they're summer performance tires. I don't believe anyone has found all-season tires that can match the efficiency (ie. range) of MINI's selection of summer performance tires. Certainly, no all-season tire can be as much fun when going around a corner, which is what many consider a MINI's primary mission.
I believe winter tires can stop my car a few inches shorter (probably more) when the snow flies. Those few inches could make the difference between stopping in time or taking my SE to the body shop (or worse). That's why the expense of having two sets of seasonal wheels and tires is worth it to me. Also, I used to work on my own cars but with my SE there's nothing to work on, so swapping my wheels lets me use a few of my tools so I can feel involved with my car.