As they say in the instructions, you need to keep the contact surfaces clean. This includes the threads, they use them to pass current for the light to work. Also the ends of the barrel where it touchs the head and the end cap. Dirt or grease on the threads or flats can cause a problem. Even invisible corrosion from being outside can do this. Just a couple of ohms can be a problem with low voltage stuff like this.
You also need to carefull clean the contacts with a Q-tip and a little alcohol. (All this is in the instructions).

I have saved watches, calculators and other small things just by wiping the contacts with a flannel shirt and they kept going for a long time. It also works great on small bike lights, like blinkies.

The corrosion can be almost invisible, or if you look close you can see it, just a little discoloration. Even thought the lights are water tight they can get condensation inside them in the winter from going inside and out. This can corrode the contacts. The symptoms you describe fit this perfectly, it happens with all kinds of things, it's very common. If you use it in the cold (as you do) you need to stay on top of this.

This is an on going thing, not a one time problem, you need to clean the contacts, threads and lands periodically, especially in the winter. Your symptoms sound perfectly normal and typical to me. Nothing unusual. I can't believe this has not already come up, did I miss it?