Like Mike, I've been out freezing my nads photographing the aurora in the Great White North, and I have experienced the same issue, but I have never had it crack; my cord is close to 10 years old. I allow it to warm up in the truck before I roll it up for storage in the camera bag. I guess like everything else in -30 plus degree weather, extra caution and patience is a must.
While on the topic, I miss the fact of being able to hook-up the cord on the rear, like my F5. Fiddling and f____ing around with it and trying to attach it to the front is a ####.