I'm actually going to take a serious stab at this:

Between the end of WWII (when home refrigerators went into large-scale production) and extremely recently, about all you had available to light small compartments such as refrigerator interiors were incandescent lamps. These get quite warm in a big hurry when you turn them on, so there is always thermal shock to the envelope. The shock is survivable in a room at 70° or a refrigerator cabinet at 40° (obviously), but it might be that the thermal shock sustained in a freezer compartment at 0° or -5° would shatter a home-affordable incandescent lamp made even ten years ago, leading designers to simply not include one.