I guess you could always get into a situation where you manage a farm that exhausts all your available time.
But work is indeed seasonal, and I doubt you'd actually be able to be so effective that you don't have any free time at all. (And if you manage that, presumably you'll be a rather rich farmer...)
Also, in many places, there's nothing much to do in the winter except stay inside the house around a warm fire and try not to freeze. Yes you could take on some other work using the light from the fireplace as well... but did everyone actually exert themselves so much that they didn't have a single day of rest? I really doubt it and it's more likely it's a tale told by capitalists to scare us into being grateful for being employed.
PS: much of Europe also observed the Sabbath too, so there's also at least one day off per week.