Putting on my science hat here....
A lot of issues we have with threads is to do with the heat build up from the friction of sewing. the more layers the more friction the more heat and therefore the more damage to the fibres leading to fraying, shreadding and breakage.
Soooooo if you put the thread in the freezer it goes through the machine cold and therefore more heat has to be generated to get the thread to a point where it shreads/ melts or frays.... It gives you more time to get the thread to work.
It would be interesting if a spool placed in the freezer worked just out of the freezer but if left in the warm overnight misbehaved first thing the next day then actually behaved after another spell in the freezer....
interesting.
Please keep us up updated.
Becks