What cold actually does to an adhesive weight
Adhesive wheel weights bond with a pressure-sensitive adhesive, and pressure-sensitive adhesives get stiff as they get cold. A stiff adhesive does not flow into the microscopic texture of the wheel, so it grips less of the surface. Less contact, less hold.
A rim that just came off a car in January can be at or below freezing. Applying a room-temperature weight to freezing metal means the adhesive stiffens on contact, before it has the chance to wet out.
Then road salt, brine, and slush work on any edge that did not bond fully. Winter attacks the weak bond every day after.