Let's get technical.
The blades of plastic grass don't have water in them. However, they DO have plasticizers (oils) in them, to keep them flexible. As with any liquid, cold temperatures make them less viscous, and they don't work as well at allowing the host plastic to remain flexible. In really cold temperatures (nothing like we're seeing with our weather) the host plastic can even get to the point of being brittle. But, the blades themselves don't solidify any more than they already are.
Now, in the space between the blades, yes, water is virtually always there, at least held in held in by the fill material, if not in great enough quantities to coat the blades themselves (fill material like rubber, sand, and more recently, wood particles (but I don't expect that to last)).
In the temperatures and with the moisture we've been seeing, and over the extended periods of time we've been experiencing, yes, that water will freeze. The result is a field of icy plastic grass. Yeah, it will be slippery.