Adelaar, it happens when I ride through deep soft snow or slush, at about 34F/1C and below. It's less a function of temperature, and more a matter of how much snow or slush is being thrown up into the cassette. "Icing up" isn't the best description, maybe "packing solid" is better. Basically, snow accumulates in the spaces between the cogs, sticks to the metal, and eventually packs solid. So when you attempt to shift, the chain can't settle fully onto the cog and instead skips.

It's not the end of the world, or even the end of the ride, when it happens. When riding through snow, I just leave the chain on an appropriate cog and don't bother shifting. I've got full fenders, so my chainrings stay clear, and I don't lose shifting in the front. If the roads have been cleared, or I'm riding on hardpacked snow or ice, then it's not a worry at all since nothing is being thrown up into the cassette. And at 35F/1.5C and above, slush doesn't stick to the cogs as well and the chain is able to clear the slush out of the cassette on its own.

It looks like we got about 3 inches of fresh snow overnight, so I'm going to have a slow, single geared ride to school today. I'll see if I can get a picture of the cassette packed with snow, so you can see what I'm talking about.