The point where CO2 changes states - from a gas to a solid (dry ice) in the case of CO2 - is pretty close to it's temperature when used by people. Say 0C to 40C. It freezes into Dry Ice at -78C. Which is -109F. Whereas air won't liquefy for a few hundred degrees colder.
What this means is that yes - there would be a discernible difference in using CO2 in cold weather. While nowhere near as much if using air. And it's true that CO2 will escape from tubes much more rapidly than air. So it should only be considered for a roadside repair.