Yup we're hardcore up here in AK, we just drive on the rims...
It's the wheel... Well I have Weld Racing Mag wheels on my truck, they hold pressure
It's the tire... My tires are manufactured in Alabama, they hold pressure
It's the temperatures... I've lived through actual temperatures of -65F, my tires still held pressure (and if they didn't I don't know how they had the beads reseated, because it's a difficult process on 38x15.50xR16.5 LT tires without the truck on the wheel). Actual temps not wind chill, that really only applies to endothermic objects, and last I looked Wheels/Tires don't have a metabolism or anything to keep them warm, so while you may experience -65F with wind chill, if the thermometer reads 0F, the wheel can't get lower than 0F.
The only thing is the tire might lose around 5psi summer to winter. That's on a tire with 55psi standard.
The issue isn't the tire, it isn't the cold, it isn't the wheel, it's probably the sensors modern cars have, or people who normally run their tires slightly under inflated because they don't bother to check them regularly.