Why leaking natural gas pipes/valves freeze.
This phenomena in wet-gas (i.e., not dehydrated) service.  To explain it look at GPSA Field Data Book figure 20-3.  Low pressure wellhead gas can have over 2000 lbm/MMCF of water vapor.  In a leak in cold weather, the gas cools below its dew point and the condensation freezes.  This is a similar situation to the ice that forms on your windshield overnight.
The opposite occurs on a liquid line when a thread leak or a packing leak dribbles water from a pressurized line to atmosphere and the water evaporates leaving the dissolved solids to form a crust (and sometimes a stalactite) around the ball valve.
Hydtools is correct. When a gas expands adiabatically there will be a temperature reduction. A guy named Carnot proved this and it works on my fridge quite well. The ice can be from water in the gas or moisture in the surrounding environment.

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