Wow, I had to read that twice. I had heard it on the news and I only heard the Grand Canyon part and didn't hear the Yellowstone.
I have never heard of anyone climbing frozen waterfalls, but it does sound inherently risky, just because of the nature of the structure. I'm not certain there is much that one could do to prevent such tragedies, the risk of the adventure itself had to be the appeal. Still, very sad that two young people lost their lives.