To my knowledge, Rachio does nothing to protect sprinklers or piping during freezes. I don’t see how it possibly can. Or any system can, for that matter. The only way to really protect them is to winterize your system, which we in SC would never do.
To me, the only reason for Freeze Skip is to not TRY to water when it’s possible that the pipes or heads might be frozen and not work. So the system would /think/ it watered when it didn’t, or some zones would water when others didn’t. Nothing happening when opening valves to a frozen system would hurt things any more than the freezing itself would, IMHO.