... to burn more often when it is very cold.
Multitude of reasons. On some older cars some engine oil or fuel seeps through rubber seals onto exhaust while car is cold. Than car gets up to temperature... and you have fire (sometimes, not always).
Another cause is "starter" fluids people use to start engine in extreme cold like ester injected into intake manifold of diesel engines. Those fluids are highly flammable and can cause fires if used without carefully reading directions (who reads directions on a can when it is -38C???).
Also there is some contribution from the higher loads on electric system with all of the defrosters and seat heaters.
"Car on fire" is bad in any weather.
And you have to remember to never leave densely populated areas without a fully charged phone, and someone in another car... There is some good advice if you search for "Winter Emergency Kit for Cars" that gives you advice like on WSDOT site.
Worse thing is that unusual cold outside causes increase in house fires as people tend to do crazy things when normal heating can't keep up with the outside cold... Like three electric heaters plugged into the single 10A outlet... Or having a small bonfire in the middle of the living room...