If you throw boiling water outside when it's -40, the water will make a ripping sound. Why?
When you toss water in the air it spreads out and brakes into smaller pieces. Because it's hot some of it becomes vapor and it brakes up into more droplets that are smaller. In super-cold air most of the droplets freeze while they are breaking up into even smaller droplets. The sound you hear is the sound of millions of frozen water droplets breaking apart as they spread out and fall through the air.