Will caulking control joints in a slab reduce freeze damage?
Your question implies that standing water would occur in the cracks between slab segments. Generally speaking it won't. If there was that much of a seal under the concrete (due to clay soil or whatever), you won't prevent it with caulk. Water's much too wily for the likes of that.
Joints like that exist for decades without undue distress from freeze/thaw cycles. The water drains and is absorbed into the concrete. It's really not a problem and you wouldn't change the outcome much with caulk anyway. Public sidewalks in my northern climate don't crumble away at the control joints (except where salt is used excessively).
The only reason to do it might be for appearance, but that usually doesn't go as well as planned. It just ends up looking messy.