Regarding freezing:
Lorn, If trapped moisture in low (temporarily) congested growth were a major factor, I would then expect the immediate damage to be where droplets collect and freeze, rather than the entire surface that would turn the sprouts to "mush". Is this the case with you?
Rather, if you get entire leaves or just leaf edges or tip sections showing damage, may I offer an alternative reasoning for your experiences. I submit that at this "explosive" growth stage (say 2-4 inches), plant tissues are more vulnerable because of their inherent tender and super active growth. A stage where cells and cell walls have no resistance whatsoever to pressures (like freezing [and expanding] water crystals) and what all else might be happening at freezing temps.
I was going to say I have practically not experience at all with spring freezes and lilies. I purposely prepare my beds to hold the cold into the spring and delay sprouting. Consequently, I have never worried about late freezes, even though others in the area do. As I said, "I was going to say" because I regularly have freezes when lilies are at the approximate 2-4 inch phase that is vulnerable for you. Damage never ensues, so I guess this counts as experience also.
But I contend that my experience is not contradictory to yours. I've always been puzzled by your regiment of mulching to attempt to keep the soil temperature near freezing, as opposed to me, who wants as much cold as possible. Herein lies my reasoning: at this same stage of "vulnerable" growth, your soil is much warmer than mine. Consequently, more water and nutrients are being pushed up faster by a more active bulb and root structure, making your new growth even more susceptible. Mine at the same stage, however, are slowed, comparatively speaking, by colder soil temps and resultant lower bulb and root activity. In addition, I've never thought of the downside of living near a large body of water. When you mentioned early how, when winds change direction, air temps can change enormously, well, that never happens like that here.
Regarding vulnerability when not freezing, but very wet:
Again I think this relates to speed of growth, perhaps because the inherent qualities of growth at this stage just can't cope, but more likely, the sudden arrested of vulnerable growth that allows for quick and fast pathogen infection and invasion. This is very common with alpine plant materials. Because of the stark environment they are adapted to, they have little need for inherent pathogen resistance, and so have a reduced immune system. This is analogous to the Native Americans and their Small pox epidemics at the turn of the last century. Infection and spread was swift and unstoppable.
Roosterlorn said:There are Divisional differences with Spring frost resistance, Regales are by far the most susceptible, Asiatics the least.
Again, not a lot of experience here, but it seem pretty widely accepted that martagons are more spring frost resistant than asiatics.
Martagons are always the first to emerge, at least in my gardens. Could your experience be because, in your observations of asiatic damage vs. no damage, the martagons are all already past the vulnerable stage, that in fact martagons would have survived even colder temps earlier in the spring at the same stage?
Here's hoping y'all stay above freezing! 
