How does leaving the hose attached contribute to freezing?
It happens with freeze-proof valves. They work because the valve body is way back in the wall, on the warm side of the insulation. The idea is that the portion downstream of the valve body, which is on the cold side of the insulation, is dry when the valve is off. But if you leave a hose connected, it can trap water there. That portion of the valve then freezes, and because it's downstream of the valve body, you don't know it until next spring when you turn the valve on. I've had that very thing happen -- fortunately, in my case, the only area that was flooded was a basement room which was unfinished at the time.