Here is a link for why propane has problems in cold temps:
http://www.ehow.com/facts_7597557_ca...ks-freeze.html
I'm guessing that when propane is being used quickly like with a furnace AND generator, one must keep the tanks more full to minimize the condensation phenomenon that can reduce the pressure in a propane bottle.
On Edit: This link explains that you might not want to let the propane bottles get too low, either:
http://www.ehow.com/about_6659739_co...ne-tanks_.html