I have definitely had that happen a couple of times. Fortunately, I noticed and it didn't cost me anything.
When there is snow on the ground and it's really cold and I'm taking the chance of putting my hand down, especially on steep ground where I might slip/lose balance, I stick it inside my glove. I think that getting snow on it and having it melt and then refreeze is what did it to me. I don't think it had anything to do with oil on the release. However, putting the release in the freezer and testing it, as suggested by DBHAWTHORNE, is actually a pretty good idea.
Unfortunately, it means that a really quick shot might be out, but just grab one of the fingers with your teeth, pull the glove off, let it drop if you're going to shoot immediately and you're ready to go. It takes about 2 seconds or less and it's a lot better than not shooting because your release is frozen.