Because it doesn’t need to be kept in a refrigerator.
You can keep your whisk(e)y in the fridge, or the freezer, because since all whisk(e)y’s at minimum 40% ABV or 80 proof, the alcohol content is too high for your consumer grade freezer to freeze it.
So it won’t harm the whisk(e)y, it’ll just make it cold.
However, there are a couple of things to be aware of.
Our tongues have not evolved to discern subtle nuances of flavor at extreme temperatures, hot or cold.
So if you put your whisk(e)y in the fridge or freezer, it will chill it so much that you can only taste about 60% of the whisk(e)y itself.
A similar thing happens if you put whisk(e)y on ice as well.
However, when you put whisk(e)y on ice, it, in addition to chilling it so much that you don’t really taste the whisk(e)y at that temperature, it’s also massively diluting it, even moreso than if you were to add water to the whisk(e)y.
Furthermore, whisk(e)y doesn’t spoil like soda, milk, juice or other beverages do, so there’s no need to chill whisk(e)y in the first place.
That’s right, whisk(e)y’s alcohol content is too high for bacteria and fungus to grow in it, generally speaking, which is why an unopened bottle of whisk(e)y doesn’t expire, and can be stored indefinitely.
So really, there’s no need to chill it in the first place.