Because then there would be a legitimate reason to move around even when frozen instead of just hunkering down in cover or finding a heat source, and players would face interesting strategic tradeoffs (do I use my cold unit to fight, when it will be less effective, or do I warm it up? do I spend the extra micro to keep people warm, or is that attention better spent elsewhere? do I bother rebuilding destroyed fires to warm up, or just accept that in a blizzard my units will freeze? do I focus fire the frozen enemy unit that I want to kill more, even though because it's frozen it's not doing as much damage in this specific fight?) instead of what they currently face (well, my unit's freezing, better retreat it or get it to cover because basically no other option is viable).
Exactly.
Also, as it stands now, not only is retreat not as effective a mechanism as it was in vCoH (defensive bonuses being weaker this time), but they can still freeze to death on the run back. Realism aside, which I don't care about, its excessive punishment for players: both hardened veterans and noobs alike. If they don't remove the "freezing death on retreat", then a lot is left up to a coin toss: pathfinding, map design, travel time, dynamic obstacles (tanks and deployed crews blocking the path), etc. Its just not intuitive.