We always leave our harvested frames outside until after dark because (a) the bees go to "sleep" at night and (2) at the time of year we're usually harvesting the temperature drops into the single digits (Celsius). But the problem is not usually robbers, it's defenders from the hive you just harvested.

Don’t you find cold stowaways hiding between the frames the next day? I have in the past, when I’ve missed one or two.

Basically protecting their strage from the real robbers, from their perspective.