Why people don't just refrigerate liquor instead of icing it?

Answer 1

You deal with different alcohols in different ways.

Like vodka is normally stored in a freezer, same with Jagermeister.

Absinthe is room temp but gets very cold water in over the sugar cube.

Whisky can be different ways.

Answer 2

Because a Fridge still isn't as cold as an ice cube.  

I usually do both, actually.  For my vodkas I mean.  

For scotch and high end things like this, the one ice cube can actually bring it closer to cellar temperature (warmer than a fridge, cooler than most room temperatures) and will release the flavours.

Answer 3

the colder something gets the more subdued the taste is...for example you aren't supposed to drink beer really cold, but most people drink lite beer super cold because it tastes bad...and why expensive sake is usually not served cold...anyway short answer, because people don't like the taste of alcohol, plus you end up usually putting ice in it anyway so this helps as well.