How is the 737 main landing gear protected from weather?
Aircraft icing is not caused by ice in clouds- it is formed by supercooled water droplets (Source). They freeze on impact with a surface that has some location with zero flow velocity, most often on the leading edge of the wing.


  Ice accumulates on every exposed frontal surface of the aeroplane – not just on the wings, propeller, and windshield, but also on the antennas, vents, intakes, and cowlings. It builds in flight where no heat or boots can reach it. It can cause antennas to vibrate so severely that they break. In moderate to severe conditions, a light aircraft can become so iced up that continued flight is impossible. The aeroplane may stall at much higher speeds and lower angles of attack than normal. It can roll or pitch uncontrollably, and recovery may be impossible. Source


The gear as such as is not worse off than normal landing gear. The B737 has wheel caps visible in your first photo to cover towards the outside, and is not allowed to fly without them. If icing had been a problem, the same concern would extend onto landing gear doors being frozen shut. Landing gears bays are unpressurised and very cold normally anyways.