Pipes, even those with hot water going through them, can freeze during the winter. I can remember one winter I was living with my grandfather and part of one of the pipes that ran to the sewer froze. I swear I still have nightmares about that smell. One of the main concerns, however, isn't sewer pipes but pipes with no easy shut off. If these pipes freeze they can leak or even burst and still have water running through them. Having been hit in the face by water coming out of a burst pipe, I can tell you that is not a fun thing to experience. Thankfully it was warm inside when it happened to me, but it still was pretty miserable. You want to do all you can to make sure that this doesn't happen to you.
Having pipes burst is also an expensive repair. It always seems to happen at the worst possible time as well, so the plumber can change even more than their usual rates. If you have seen a standard plumbing bill you know how bad it normally is and you certainly never want it to be higher than it needs to be.
Keeping your heat on and cabinets open for free air flow is one of the best ways to help keep your pipes from freezing. You can also place space heaters in front of pipes that you are especially concerned about. Just be sure that you take the proper fire precautions if you are going to leave one overnight. You certainly don't want to over correct the issue and end up with a different one!