Plants need a steady, even level of moisture to keep up the physiological changes that make them able to handle the cold. I’m not saying anything remotely close to “the more water the better”. The rule of thumb is to water plants thoroughly once every 2 to 3 weeks through the fall and winter months. If there’s a good rain, count it as a “watering”. Often, no artificial watering is what a plant needs. When you have to water by sprinkler, make it brief to prevent wasteful run-off. About mid-February, resume your regular watering schedule.
Plants are busy producing high concentrations of dissolved sugars, amino acids and other soluble organic molecules to stay resilient. Water is essential for these processes to occur. This may seem like an unnecessarily detailed explanation, so all we really need to know is that regular watering in winter is one way to assure that roots won't dry out and can weather the cold.