First - water towers generally had a frost box that kept the supply piping going up into the tower from freezing. The large mass of water in the tank was harder to freeze, but in extreme cold climates the entire water tanks were enclosed and heated.

Running steam in extreme cold is a pain. You can cause the injectors to backflow into the tender heating the water enough to keep it from freezing. Exposed piping is always at risk if you can't keep it warm, and the air system really hates ice.

Feedwater heaters used exhaust steam that would otherwise be wasted to preheat the water. An injector will only work with cold enough water to condense the steam, so feedwater heaters actually pump water into the boiler vs using an injector.

Feedwater typically enters the boiler towards the front, as far from the firebox as possible. Over time, it can cause thermal cracking especially at the actual boiler connection, but whether the feedwater is 40 or 80 degrees makes little difference. It is far easier and more common for a boiler to have excess wear or damage due to incorrect firing practices that cause wide swings in pressure or thermal variations. And of course losing water off the crownsheet for too long and then sloshing water of any temperature over it will usually result in a catastrophic failure.