After you remove from the freezer, condensation must form. I think that moisture could compromise the sterility of the needle.
Condensation on the needle is a function of the time rate change of the temperature - it's either in the air surrounding the needle or condensed on the needle. If you freeze it in its package then you run no risk - it's an airtight seal in a container thats been sterilized via gamma radiation.
It could also warp the needle and increase trauma to muscle tissue
The only way the needle could warp is via uneven heating and cooling in different parts of the needle simultaneously. This is a transient state, by the time it pierced your skin it would not be noticably warped (even in the extremely unlikely even it were to occur).
Metal like any substance except water will contract and get smaller when frozen. So maybe they recommend it to reduce trauma to the muscle tissue.
Thermal growth and shrinkage is valid, though at the temperature ranges listed it probably won't make a notable difference.
Wanna know my theory on why some dipshit at MD wrote this?
Maybe he extrapolated events from seeing a jay cutler video where he had a stash of HGH in his fridge and unknowingly got it on film and released on the vid, therefore thinking that he also stored needles in his fridge too. After all you put a bag of ice on your joints and muscles to reduce pain, am I right? Cold numbs the nerve endings, makes perfect sense...
Really, the best thing you could do is let a bead of oil run down the needle before you pierce the muscle. The act of piercing is traumatic, once you get it in there, the temperature of the pin would make no difference. The added lubrication of the oil on the pin will be extremely beneficial for the process; it will mitigate some of the tearing of muscle tissue.