Completely anecdotal, but about a decade ago, I stored a couple Gottlieb wedgeheads (with unsealed backglasses) in my garage through the winter here in the northeast. No issues that I could see. No insert problems and no backglass issues.
I don’t think it’s the super hot or super cold that causes problems, but instead a rapid change in temperature.
So, storing them is likely fine, but if they’re set up and you flick one on to play in the dead of winter, the sudden warmth of the bulbs behind the glass and inserts will likely cause problems.