I think there is a variety of reasons why people do both. Those that leave them connected may not have experienced really cold weather in their travels and may get surprised by a sudden cold spell or early morning temperature drop. Some do as Holstein stated where you need a lot of water and can go through it fast. Others like the pressure they get with a hose.
On the other side, those who travel in cold weather know when their hose is going to freeze up, which is not at 32 degrees, and depends on some different factors. I like the pressure from using the hose, but really hate trying to coil it up after a cold morning. Many with hydronic heating can be affected by too cold ground water entering the system and need to run off of their tank.
So there are reasons to use a hose in cold conditions, but obviously you need to know at what temps you'll have issues.
