That's odd. Plenty of transformers and MC cartridges have been cryo'd over the last 15 years without failures. Besides, copper is a ductile metal and should not fracture, even under this sort of duress.
Were you able to observe fractures in the wire? Just curious.
If the cryo is done to bare wire I agree totally with you and Zmanastronomy, excellent results.
If the wire for the transformer is cryo before it's tightly wound, no risk and great benefit. Some transformer designs may survive and sound great even if treated after assembly.
I'm betting this varies by design, tightness and density of the windings, the core material and so on.
The discovery of the negative side came when I was involved with Benz Micro of Switzerland years ago. At one time I did all their high end photography (magazine ads and show displays).
Anyway, I was doing their new product photography line and came up with the idea to cryo their top MC cartridges to improve performance.
After the experiment failed (sound wise) with both the Sound-Lab Ultimate toroidal transformers and a couple of expensive Benz cartridges the factory in Switzerland verified the damage and explained the results to me.
I assumed the same for the Sound-Lab transformer, but it was not microscopically examined. I returned it to Roger and Connie and I don't know what happened to it after that.
It made me a bit negative on cryo transformers. The loss of those top tier Benz cartridges and Sound-Lab best toroidal was depressing even though I was not held responsible for the damage the experiment caused.