Consider: 
```
>>> rv = stats.genpareto(c=-0.1)
>>> rv.dist.a, rv.dist.b 
```
in master this yields `(0.0, inf)`. 

Or, consider the generic example (http://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.genpareto.html#scipy.stats.genpareto):
`rv.dist.b` is used before `pdf`.
(This thing tripped me over at least once in gh-3207.)

For a regular distribution `__init__`, we don't have the shape values, so `.a` and `.b` may or may not be correct just after importing. For frozen ones, we do know the shapes, hence we *can* fix the support -- not saying that we must, just that we can.
Basically, it's not a super-big deal; IMO it just makes reasoning about frozen distributions a bit easier.