Yes freezing hot peppers or Jalapeno Peppers does affect their heat.
When you freeze the Jalapeno peppers the freezing temperatures creates a natural chemical reaction inside the hot pepper which increases the heat.
Every time I have frozen Jalapeno peppers or any foods with Jalapeno peppers in the food the food or Jalapeno Peppers have gotten a bit hotter.
They didn't get really hot but they did increase slightly in heat which was okay by me because I love hot peppers and the hotter the better.
So if you do put peppers in the freezer expect them to heat up a bit more when you do so.