I can see it happening but its very rare.
Most of the time when its cold the shocks stiffen up giving a harder ride.

Not wishing to contradict DB, below, but yes -- I have had this happen. It was on a 1983 Honda Accord that I once owned, a hand-me-down (up?) from my younger sister, who blew the engine and left it for me to fix, if I wanted it. Considering the abuse that she tended to give to cars, I wouldn't doubt it if she forded rivers in that car. She was certainly not one who would even bat an eye at driving through a floooded parking lot.

In any case, one rear strut had frozen solid in the cold weather that we were having at one time, until such time that it actually warmed up enough to start moving again. So, yes, I believe this can happen. It's not common, but it's possible. And I'm fairly sure that I saw it firsthand, a long, long time ago. Once. Ever.


--
Jim Rothe, '99 S70 T5M,
http://www.jimrothe.com/volvo/index.html

If that is what they told you, that would be a first. I have never heard of water getting into a strut...and don't think it can really happen. Now if they meant that the strut had been blown and was rusting to some degree, that could make sense...but once again unlikely. Feeling stiffer when cold (I'm also in Chicago...) is more likely may other things other than struts. Like tires, seats harder when cold, you being tense...

If water inside the strut froze, it would be hydrolocked and you would have no give in the suspension at all and it wouldn't soften up...you wouldn't want to drive even 100ft with hydrolocked struts.