I would like to add to the previous answer. Frankenstein has always sought solace in nature, because of the natural perfection & Romantic ideals the first response mentioned, but also because he feels most comfortable with himself. We see this throughout the novel, including when he locks himself away in his apartment to devote his time to his creation. Even when he is in the company of Henry Clerval, he prefers to be alone, contemplating human nature and the complexities of life. The solitude of such settings as the forest and the mountains bring him that peace, because he is alone in his own mind. It is only there that he can realize true contentment and essentially become enlightened. All of this connects to the Romantic ideals of nature inspiring invention.
However, the creature has had a completely different life. As the first poster pointed out, the creature is a product of science, & so does not belong in nature. However, there is another level to his discontent. All he has wanted, since his first moment of life, is love and acceptance from humans, and a place in society. But all he's encountered is horror, disgust, and rejection, even from the one who created him. He has been forced to exist in nature, away from human eyes. Because of this, his surroundings continually remind him of what he can't have: a normal human life. Nature only emphasizes his loneliness and isolation. Thus, he can never find the solace in nature that Victor finds. His true contentment would be found in acceptance, family, and love.
A large part of this answer is due to the literary context in which Frankenstein was produced. Mary Shelley was writing during the Romantic period, and as such, displays many themes that were popular at that time. One of these was the idea of the Sublime. The idea of the sublime is sometimes difficult to grasp, but the Romantics used the adjective to describe some concept or object that defies description or comparison, inspiring awe in the observer, and this concept was often applied to nature.
Victor finds the sublime in the Alps because they are naturally perfect, not an artificial construct. This is ironic in many ways because Victor sees himself as a scientist, out to tame nature to the will of man. However, Victor's experience with the building of the creature seems to have taught him that even if science can tame nature, it is not always a good idea.
By contrast, the creature is a product of science, not nature. He was not born but constructed. Because of this artificial creation, he is not as in tune with nature as his creator. He spends most of his life outdoors, but he does not find solace in his surroundings like Victor does. It is no accident that he seeks out a forbidding environment in which to have his final confrontation with Victor. While the Arctic does fall into the category of the sublime, this largely unknown environment was terrifying rather than nurturing.