Is it safe to microwave Pyrex containers immediately after removing them from the freezer and removing the plastic lid?
It not huge, it's just the difference from freezer to room temperature you are worrying about

E.g. -20&deg;C to 20&deg;C, is A 40&deg;C shift. The shift was going to be 20&deg;C to 100+&deg;C anyway. There is no physical reasons why this would be anymore stressful

From room temperature you are raising it 80&deg;C, from frozen you are raising it 120&deg;C. Not a problem in the normal temperature range for glass

The freezing temperature of water (most common item in food) has no relation to the freezing temperature of glass etc

Pyrex and other glasses can be damaged if one part of them is instantly heated or cooled by a 100&deg;C or so