Fruits are vehicles for seed, for dispersal and protection. The seed probably don't die at minus 1 inside a fruit. Maybe the shrivelling reduces moisture and increases the % of other pulp components / anti freeze protection for the seed ??
Also the Fortunella have been around a long time, so maybe the cold tolerance evolved as things changed, but the fruit was still effective in its function.
There might be competing influences or directions on how the plants foliage and fruit adapts or reacts to the environment.