Because the water doesn’t stand in the bilge long enough to freeze, it just drains out.Why wouldn’t bilge drain freeze in that scenario?
Most common cause of frozen scuppers is wet snow collecting in the cockpit. It doesn’t drain out because it’s still snow. Come nightfall, it freezes, turning into an ice layer. The snow on top melts during the day, creating water, but the ice on the bottom is insulated by the snow on top. Eventually the water finds its way into the bilge, either by leaking though the bilge hatch (if it’s not also blocked by ice) or by leaking over the sill into the pilothouse and down the PH drain. At that point it’s water, and if the plug is out, it just drains out the back.
If the plug is IN, then yes, you’ll probably end up with frozen water in your bilge, which might not melt for a long time. You’ll also likely freeze up your bilge pump, float switch, and any other plumbing/transducers/anything else you have in your bilge. Left long enough, you’ll then get into water absorption into foam, stringers, etc. etc. It’s not a good time.
There’s literally no disadvantage to taking the plug out… it’s just good practice.