It's chemicals in water. The water and chemical molecules aren't changed by freezing, only the way they arrange themselves is changed (liquid vs solid). Once it's totally thawed and remixed it'll be like nothing happened.
Some of the chemicals will freeze at different temperatures. Often the water freezes first and then other chemicals freeze later if at all. If you used it in this partially frozen state the concentration would be stronger in an unpredictable way, which could have negative effects on the results or persistence in the environment. BTW that's how applejack is made- freeze hard cider enough to freeze the water but not the alcohol. It has a similar effect to distilling. Unfortunately there are other compounds in there that also are concentrated by the method and are more unhealthy than alcohol. Good distillers can fractionate those out so they don't end up in the final product but that can't be done with the applejack method.