The main idea is to have no water in the panels so the water cannot freeze and expand and split the panels.

The panels get much more rigid and brittle as it gets colder. If they are in 80deg sunshine, they are flexible and roll easily. In 60 deg sunshine they are far stiffer and more difficult to roll. In freezing temperatures, they are impossible to roll and can easily split because they are brittle. Ever leave a garden hose out all winter and see how it's impossible to unroll in the cold? Same idea.

But on the roof they are away from potential movement and abuse, although severe winds can be a problem.