My bedroom growing up was in the least insulated corner of the house, and had the oldest windows. I woke up many mornings to reach up for my nalgene and find it had some ice in it just from sitting on the window still with outside air temps below -20F. (My old room is affectionatly known as the "meat locker" for a reason.)

Unless you are supercooling your liquids (pretty hard to do actually), nalgenes fill with ice when thier contents drop below the freezing point. But lexan actually isn't very conductive from a thermal perspective.