Did you measure them when the light came on? Some time later?
The pressure in the tire changes with temperature. When the outside temperature goes down, the tire pressure will as well. It might not be visible when looking at the tires, but it will be different when measured. The rate is approx. one psi for each 10 F change.
The TPMS system will trigger when the tire pressure drops below 26 psi. The normal pressure is somewhere around 30 psi. If the tires are set to 30 psi at, say, 60 F, and the temperature drops to 10, that's a 50 degree change, which would cause the tire pressure to drop 5 psi. The tires that had been set to 30 are now at 25, and the TPSM warning comes on.
Was the light on steady, or flashing? If the TPMS lights came on steady, it's a "low pressure" warning. If the light was flashing, it's indicating a problem in the sensing system or control module. This might happen if, for example, the batteries in the wheel sensors weaken sufficiently due to the cold. In this case the module would be expecting to receive a signal from the wheels sensor and doesn't receive it due to the weak battery. But again, it would be a flashing light, not steady.