Because if it ices over, your furnace will stop working on the day1 you most needed it.
Flushing it out from the outside with a bucket of hot water and a pump similar to this one 2 will melt the ice and open up the drain and you will get heat again.
1 Day because if your freezing weather lasts much longer than that, your homebuilder probably engineered a house that could handle the cold. Unfortunately my house was built by southern rednecks who’d never heard of insulation.
2 Not an endorsement of any brand or retailer. Just make sure it has a long enough hose. That’s what made it work better than some of the things I tried first.
along these lines, you should also know about the condensate drain from your air conditioner – since water drips out of it all summer, it has a tendency to grow some algae or mold, and if it plugs up your air conditioner may flood and ruin your ceiling/walls/floor.
it’s worth paying that AC guy to come by every couple of years even if you’re not on their service plan.