Well., it's certainly claimed that different races of bees tolerate the cold better than others. Many beekeepers will agree that some types of bees cluster smaller, use less food, etc. I don't know what kind of bees you had but all popular bee types can tolerate some cold temps without significant mortality. If they were healthy as you said, it could have been cold starvation. Too cold to move and not enough food where they were. You're right in that you typically see a lot of bees with their heads in the cells but in the absence of any other obvious disease it would still be my guess. Sounds like a postmortem test may be in order!