Whistles with peas were abandoned by hockey leagues years ago (especially unheated or outdoor facilities).  That is one sport where they DID freeze up.  It is not a myth.  The amount of times they blow the whistle or even hold the whistle up to blow leads to a lot of spittle in the whistle which can freeze and block the operation or at the very least atune the frequency so that it becomes a garble instead of a tweeeet.