Canīt find any writing in english so you have to take my word for it.
Here in nordic countries it is now recommended by doctors (and armed forces medical service) NOT to use any grease on your face when outside in cold. Only accepted grease is your natural oil i.e. do not wash face before going out.

Because moisture from skin canīt evaporate because of the vaseline and therefore cause more damage by freezing than without vaseline.