There is freezing (being slowed by cold) and there's slowing of other kinds. The "cannot be frozen" ability doesn't protect you from the second. To be precise, nothing does. Duriel and bosses with the holy frost aura don't freeze, but slow you, despite the aura's name. There's also a necromancer curse that slows you, decrepify. Oblivion knights and Baal in the Throne roon can cast it.