Any external mechanism can freeze up - derailleurs, cables, brakes, exposed IGH shift/cable attachment mechanisms...

On one somewhat cold ride years ago I had mud caked all over the drivetrain of my MTB and stupidly decided to dip it into a partially frozen over creek to clean it off... about 30 seconds later the rear mechanisms were encased in ice

For one winter I had a derailleur equipped mtb that I kept outside, and every morning I wold have to ride the first few miles in whatever gear I left it in the night before - usually a very slow climbing gear because I lived at the top of a hill. It would usually free itself up after a while, but not on the coldest (-30c) days.