These heaters use a non-toxic heat transfer fluid. That fluid protects itself from freezing in temperatures down to about 9 degrees Fahrenheit. Even at that temperature, the liquid doesn't exactly freeze. It just thickens into a gel-like consistency.
The bottom line is this: If your heater is working, there isn't any reason why the fluid would fall to such temperatures that would cause it to freeze. If the liquid does happen to turn into gel, as soon as the heater turns on it will quickly return to its operating temperature and consistency.
If you happen to be using a SoftHEAT heater in a vacation home in an extremely cold climate, the important thing to remember is even if the fluid temperature drops to 9 degrees or below, the heater will operate as long as it has power. So you'll be fine, even if you leave the heater off in the cold of winter. Just turn it back on when you need it and the SoftHEAT baseboard should get going in no time.