Could be differential shrinkage of the cable and the housing. If the housing shrinks more due to the cold than the cable does, it could be getting too tight around the cable. Longer reach to the back would accentuate the effect, i.e. more friction for the longer reach. I would lubricate the wires with something that doesn't stiffen in the cold, like Teflon or silicone. That won't keep the outer from tightening on the inner, but will reduce the coefficient of friction. I have to say you may be fooled by the calipers snapping back. Try very gently releasing them, not snapping your fingers off the edge of them like opening a Zippo cigarette lighter (you have to be a certain age to understand this reference). Roughly releasing the calipers often causes them to open even when they would stick with a gentle release. It could still be the calipers needing loosening or lubrication at the center fixing nut.

But let's be honest about this. I doubt the brakes were designed with -5 to-7 deg C in mind. That is pretty rough cycling weather. More power to you, but I can only say I will never know if my own brakes have the same problem. Ain't gonna happen.