They don't just "Seem To" they actually do. This has been well documented under lab conditions. The Cold Powder doesn't build pressure as fast. Some powders can build excessive pressure under extreme hot conditions. Also some powders are more sensitive to temp changes than others. A fast powder is apt to be more sensitive to "Hot" & a slow powder to "Cold". A slow powder loaded to borderline pressures for it's design characteristics can give total failure in the very cold.

Miller/TN
I Didn't Say Everything I Said, Yogi Berra