I'm in suburban Chicago with a 4 tap kegerator that I built from our old refrigerator when we remodeled the kitchen a couple of years ago. It has been in our detached, un-insulated garage for the past two winters with no issues.
Granted, the last two Chicago winters have not been of the polar vortex variety, and possibly not as cold as you have gotten, but pretty cold nonetheless.
The only concern I ever had was the taps themselves seizing/freezing-up since they are obviously on the outside of the insulated refrigerator box. But they never did. I just assumed that the insulation wrapping the frig was/is enough to maintain the temp inside the frig.