another interesting thing, is that with the cooler air comes cooler coil temps which usually means lower impedences when the coils heat up... plus your alt will produce higher voltage while cold, just some things I've noticed up here...
i always wondered the same thing, but never had anything go wrong with my equipment at any point from cold weather. only noticed my headunit display was real light early in the morning when it was extremely cold. once the car warmed up it was fine.