Because if it ices over, your furnace will stop working on the day1 you most needed it.
Flushing it out from the outside with a bucket of hot water and a pump similar to this one 2 will melt the ice and open up the drain and you will get heat again.
1 Day because if your freezing weather lasts much longer than that, your homebuilder probably engineered a house that could handle the cold. Unfortunately my house was built by southern rednecks who’d never heard of insulation.
2 Not an endorsement of any brand or retailer. Just make sure it has a long enough hose. That’s what made it work better than some of the things I tried first.
Regarding your comment on insulation. It’s amazing how many people don’t realise that insulation is important in cold and warm climates. Keeps the cold out or the heat out, reducing all bills!
Agreed, first thing I did after moving into my house was adding a few inches of insulation in the attic. Amazing the difference in stabilizing the temperature.