This means you can't start them too early - they can be grown hard, but only to a point. Tomato seedlings that are constantly hit with temperatures in the low 40s may not die, but they probably will never amount to much either. Peppers, eggplant, and melons are even more tender. Once plants get past the seedling stage they are usually more adaptable to colder temperatures. This is especially true when they get to the flowering and fruiting stage.
Peppers provide a dramatic example.
This survival mechanism makes sense - after all, with a mature plant it's not as important to be able to grow more, all it needs to do is produce viable seed. This means that adaptations that would not really work for a seedling can be advantageous when present in an older plant. It is also true that, all other things being equal, cold air does less damage than cold water. This is basically a function of heat capacity - air holds much less heat than water does. Since your plant is mostly water, it takes quite a bit of cold air to drop the plant's temperature.