Many vaccines are made up of proteins that resemble long spaghetti noodles floating in a suspension. They have unique topographies. Like valleys, crevices and jagged edges that alert your body’s immune system to the fact that they are a foreign material and a threat. As a result your immune system reacts to this specifically shaped noodle to form antibodies that are ideally shaped to interact and neutralize the foreign particle.
When a protein gets exposed to high temperatures it can change shape and become permanently altered. If you freeze these proteins they will break and change shape and they will remain permanently altered. As a result this will fundamentally alter the body’s reaction to it and can reduce the immune benefits from such vaccination.