Game Freak Logic
First of all, I totally agree that Fire types shouldn't get frozen, but that's the way Game Freak wanted it. Also, if Fire types can't get frozen, don't you think it may be a bit too overpowered? I mean, they are already immune to burns, if they were immune to Freeze, that would clearly be too powerful. Fire is also a very offensive type, being immune to Freeze will be too strong, making Fire types too powerful. I'm sorry, that's just the way it is.
The simple answer is just that they would be too overpowered being immune to both Freeze and Burns.
Hope I helped!