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Fuck Cars
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Not being a solution "everywhere" doesn't negate its value, but having lived in the Netherlands and visited Copenhagen myself, I can tell you that paving bricks are applied well in both places and that they hold up just fine against frozen weather.
Is there some kind of drainage system under the bricks? If the ground is frozen, id assume meltwater will collect between and under the bricks.
Absolutely there is. Nobody except ignorant homeowners DIYing a patio ever puts pavers directly on dirt; we've known better than that since at least Roman times, if not earlier.
(source)
It's still done the same way today.
Yes, klinkers aren't laid directly on the ground, it usually has a layer of sloped gravel and another layer of sand/fine gravel compacted with a vibrating plate, which prevents water pooling between and beneath them in the first place