Hi BOAC,
I thought it was due to the "Latent Heat of Fusion" (enthalpy of fusion). Supercooled water droplets at -40 and below, will freeze on impact to form dry ice crystals(*) and hence won't stick. If you apply gentle heating, you may warm it into the wet range and it may stick (AF744 Pitot Problem?). If you apply loads of heat, it will remain wet and blow off.
(* I don't mean solid CO2)