Yes, they can
Because when water freezes it expands thus bursting the pipes.
Water EXPANDS as it freezes, hello.
The water in your pipes will freeze, and then burst!
Because if they freeze they may burst, then you will have a mess and no water.
If you don't insulate water pipes or protect them in some way from the cold, the water inside the pipes can freeze. This causes you to be without water until the pipes warm up enough to thaw. Also, when the water freezes, it can expand and burst the pipes which will then need to be replaced. Save yourself the aggravation of having no water and the cost of replacing pipes by insulating them. To protect pipes in an empty or unused building, you can pour anti-freeze down all drains and in the toilet to winterize them.
water expands on freezing
If you didn't, they could freeze in the winter and burst.
If your pipes freeze and burst, the damage could be extensive, and the repair could be costly. If your home has exposed pipes, wrap them in heat tape. That way, when the weather gets very cold, the heat tape will warm the pipes and keep them from freezing. Even if your area does not usually have hard winters, make sure to protect your pipes just in case. You could have an unusually cold winter. Remember to insulate any pipes in your garden as well. These pipes can cause damage if they freeze, even if they are far away from your house.
Anomalous expansion of water and bursting of water pipes during winter is because ice takes more space than water
You gave the answer in the last part - you don't want them to freeze and burst during winter.
The pips in a steam heating system need to be insulated to prevent condensation. Condensation can lead to mold and or freezing of the steam pipes in the winter.
The water inside uninsulated pipes may freeze and expand during a cold winter, pushing opening joints or splitting the pipes, often unnoticed. When the thaw comes, the ice in the pipes melt, and the water pressure returns, and the water is able to spray out through the damaged pipes.