Mission 1 is set right in the center of the city so you cant see the mountains because theyre blocked by buildings (and its a very foggy night, even the sky is barely visible).
One thing I have to add though - this mission is supposed to be taking place in a city that's set in the mountains. This is suggested not only by the description but also the loading screen artwork (which is very nice BTW). However, when playing the mission I just don't get that feeling of a cold, snowy environment. I can't even remember seeing any snow having fallen on rooftops or on the ground, though my memory might be failing me. Of course maybe it's set at a time when there is no snow, but for some reason I was primed to expect a cold environment and didn't really feel it when playing.
The location of the artwork is actually the final mission and not of Northdale. Its where everything leads to eventually.
Mission 2 is in the Grimwood district, and there you can see mountains and trees because its on the edge of Northdale.
Remember this is just the first of five missions.