Does your car have many miles on it? Do you have any old or dried out vacuum hoses?
Really cold temps can play havoc with those sorts of things; sometimes they'll contract so much that they pull themselves off of various fittings. I'd pay especially close attention to the little, easy to disturb hoses that run from the intake to the evap system.
It seems like O2 sensors are usually pretty long lived on these engines. When those fail they often either throw a low input code for the sensor itself, or you see oscillation- both lean and rich codes. At least that has been my experience with WRXs. Then again, you never know.
It's worth a look. It could have been a freak issue, but these engines and ECUs are pretty good about speaking up via the CEL when there is a real, traceable problem.
Last edited by J. Steinbeck; 01-22-2013 at 06:19 PM..