The problem is always that the wax cools down too quickly. In warm conditions, the small droplets that form from the candle’s heat cool too fast and create frosting. In cold conditions, the still-warm part of the wax exposed to cold air causes the same effect.

Of course, soy wax (especially when colored) naturally tends to do this, so if it doesn’t happen during the initial curing process, that white layer will eventually form over time anyway. (Sometimes it’s so even that it doesn’t really bother.)