Actually, freezing is one of the listed humane methods to euthanize a pinky according to IACUC (The Institutional Animal Care and Use Committee - they regulate the care and use of laboratory animals in the US).
While it is listed as cruel and painful for all animals, the typical CO2 and cervical dislocation may not be effective on pinks. Rats under 2 weeks of age have a high resistance to hypoxia so they are highly resistant to CO2. And their tail/bones aren't developed enough to pop their necks.
Feeder breeders do however, 'flick' their heads to kill pinks as humane form of euthanasia.
I do agree with you 100% that freezing is painful. But in a case of pinks, it is more humane to freeze them straight out then put them through a gas chamber and have them survive. All rats older than 2 weeks old can be humanely euthanized in the typical fashion of CO2 or cervical dislocation.