We know that bacteria can convert CYA into ammonia and sometimes, fortunately, to nitrogen gas, carbon dioxide, and nitrate (see Degradation of Cyanuric Acid (CYA) for technical details). The former conversion requires a LOT of chlorine upon opening to get rid of the ammonia while the latter does not. Both show up as a loss of CYA.

Unfortunately, we haven't figured out a way to control this, especially the latter conversion since that would be a fantastic way of lowering the CYA level in pools. The previous posts give good recommendations for minimizing the chances of this occurring. By closing as late as possible so that the water is cold and opening as early as possible, this minimizes the chances of having the bacteria grow enough to do the conversion, but they can still grow (this approach is better for minimizing algae growth since they grow more slowly to begin with). If you were able to maintain a chlorine level over the winter, then that is the best approach, but for freezing climates that isn't practical.