I know a couple people have claimed to have it happen to them or a friend but, no offense, I call BS on this one. There is a certain amount of latent heat even in those cold ass iron engine blocks. The temp usually has to be at or below freezing for an extended period to actually crack a block. And, as someone else also said, the engine compartment offers some insulation from the elements too.
As far as wind chill, that is correct. It only has effect on living tissue. And, the air isn't actually colder, it only "feels" colder to your skin. The ambient temp is actually the same.