As a family of musicians, I understand that it could be detrimental, not only to the sound coming out of the instrument, but the temperature could in fact destroy the instrument altogether.
I questioned the fact that they were playing outside. It didn't make much sense that the musicians would expose their valuable instruments to possible damage, but then again I guess you'd do anything for "The One".
I’m guessing it wasn’t their good instruments. In band in high school, I had my original student flute for marching and my good flute for concert band.
This is a non-issue.
I notice that whenever I play my guitar in cold weather, the tuning gets all messed up.