Why are only the poles of Mars frozen, despite too cold temperatures on lower latitudes?
Just like a cold winters night on Earth does not guarantee snow, so does a cold Mars not guarantee ice everywhere.
In order for ice or snow to form, the moisture that is later solidifying has to be available at the cold location. Moisture in this case is $CO_2$ with traces of water, leading to an ice cap made of $CO_2$-ice, with a ring of $H_2O$-ice 'trailing' around its outer radius.
The atmosphere is in fact only cold and dense enough for $CO_2$ to solidify at the poles, so no mystery there. Otherwise the entire atmosphere would condense out into a thin layer of $CO_2$-ice. To understand the formation of the $H_2O$ ice, we have to take into account how the water is transported inside the martian atmosphere.
Mars possesses only one global circulation cell (see early modelling on this by Haberle et al., (1993), and a recent review on the martian climate for the interested reader by Read et al., (2015)).

((Figure from Haberle et al.,(2015))
The reason for the single cell is a combination of Mars' small size and rotation period, as outlined in this answer. The effect of the single cell is that the condensable moisture is only transported essentially pole-to-pole directly, with only small variations of ~10-15 degrees latitude during the martian year.
Hence, no other location on Mars than the poles can accumulate a significant enough vapour pressure in order to form ice.