When it comes to transmission behavior, engine coolant temperature doesn't matter as much as CVT fluid temperature. Most likely, your CVT fluid never warmed up sufficiently at that very low ambient temperature ... especially if the trip duration was relatively short.
Models with the 2.5 engine have a dedicated heat exchanger that diverts engine coolant to warm the CVT fluid as well as cool it, but the 3.6 still relies on an old-style heat exchanger in the lower radiator header tank. To make matters worse, all Outbacks have a second CVT fluid cooler in front of the radiator. In my experience (2015 Legacy 2.5, 2016 Outback 2.5), CVT fluid temperature rise lags 40 degrees (F) or more behind engine coolant temperature following a cold-weather start.