It seems like 37 degrees F is some sort of car industry standard for the temp at which frost on the road becomes a risk. The Prius does the same thing.
A frost warning does seem kind of silly. It's as amusing as those "Bridge may be ICY" signs year round, but I'm sure some day, that warning chime will get the last laugh when I end up in a ditch.
Audi also puts a snowflake up on the ambient temp display when it reaches 37.