Considering his skeletal nature, it's probably similar to Brook freezing people. In Oda's eyes, skeletons = spooky, spooky stuff = cold (cuz hell/death/underworld is cold etc), therefore being extra spooky makes them manifest ice powers somehow, like Brook's Fishman Island fight. You could make the argument that it's because of the blitzing speed of their slashes, it vacuums out any heat within the area slashed and that causes it to freeze but that's too complex for Oda, spooky = cold is simpler.
And creating elements in attacks is not uncommon. Sanji's fire based attacks, Luffy's red roc homage. Even Law's fruit can generate radiation and electricity because of the comparative medical equipment.