Tried it once. The cold weather makes the balls too dead.
We used Penn Championship balls on cold nights (I normally wasn't fond of Penn Champs for normal playing conditions). Dunlops & Wilsons felt too much like rocks ('Flintstone' tennis) on cold nights.
I would often heat up the balls in a microwave before heading out to the courts. Wrapped them up to keep them warm. Sometimes took an electric heating pad to the courts to keep the balls warm.
Before we started or whenever the balls started to cool off, we would bounce each ball rapidly 30 or 40 times to warm them up. This action also warmed up the racket strings. Never let the extra balls stay on the court surface. They always went into someone's hand or pocket to keep them from getting too cold.
We tried to discourage hitting winners when we played doubs in order to keep the rallies longer. Too many short rallies made it tougher on the knees and other old joints.
I was nearly 10 when we moved from Hawaii to CA. Hated it at first. Even 60F was too cold for me. Had gotten spoiled by Paradise where temps were normally very high 60s to low 80s (but now, with global warming, it sometimes gets over 90F).