I believe the danger with freeze thaw cycling is not so much the cycling, it is problems with exposure. In my climate - zone 5b, end of January and early February we will have a cold spell, temps around - 0 F (-10 C), and the sun will come out. If your tree is wintered where the sun can hit it, the warm sun can thaw the exposed trunks and branches while the roots are frozen solid, and unable to move sap around. Branches can "freeze dry" under these conditions. Wind can aggravate this immensely. The deadly combination is warm, late winter sun, and below freezing temperatures. Once I started putting my hardy trees in the shade for the winter, I stopped loosing species that are normally hardy in my climate zone. Hemlock, JWP, Shimpaku, bur oak, Pinus virginiana, P. strobus, Malus, Larch, and others are all simply under the bench, with a tarp that covers the east, south and west sides North side is open, and I shovel in snow once in a while to keep things from drying out.
Tender species such as Satsuki, crepe myrtle, pomegranate, cork bark JBP, (normal type JBP in the ground seem hardy), Japanese maples and others are in an unheated well house. Temps hover around 28 to 40 F.