I'm not sure why Jalapeno peppers get hotter in the fridge but in my experience whenever I refrigerate fresh Jalapenos and then use them later they do seem to be a bit hotter than they were before.
The refrigerator probably does something to the chemical compound capsaicin which is what creates the heat in the Jalapenos.
The cold probably reacts somehow with the capsaicin and causes the heat to increase but I can't say for sure what actually causes them to get hotter in the fridge but they do get hotter in the fridge in my experience.
Even other spicy foods somehow get hotter when placed in the fridge so it likely has something to do with the cold reacting with the capsaicin and increasing the heat output of the Jalapeno peppers and other spicy foods.