I don’t have anything certain in my mind, just several factors observed throughout years of experience. They are:
At least initially, before introducing 3-masteries sets in FG, the game design suggested a lot of damage type innate pairs seemingly supposed/allowing to build around both of them simultaneously: cold+pierce, chaos+fire, aether+fire, chaos+vit, vit+acid, acid+cold, aether+lightning, aether+vitality, fire+lightning, cold+lightning. These pairs are supported in a lot of skills (included common resist reductions), gear (including many sets) and devotions.
However, quite early community understood that this way of building is typically not most effective and it is much better to go to one damage type. Another one is either becomes a secondary supportive damage type (like vitality in Clairvoyant AAR spellbinder through Rattosh) or completely converted to the main one. There are still rare exceptions of viable equally focused 2-type builds, but they are really rare. And in 2021 for literally all of the mentioned pairs, or almost all, we have various ways of complete conversion of one type to another … except pierce to cold.
At the same time, here and there we face artifacts of this innate (sharp ice shards…) pierce+cold pair: chillspikes on Seal of Night, proc on Soulrend, rune of Hagarrad, Nemesis pseudo-pet, Vengeance relic proc, Blade Spirits skill, Deathmark set and set proc. And so on and so forth. For BS we have dedicated set with local conversion, Vengeance is used in both cold and pierce-oriented builds, Deathmark set maybe too (at least potentially). But in many described cases the item or skill is used only in cold builds and I find it strange that these builds can’t utilize 100% power of stuff intended specifically for them.
A while ago I had a Soulrend+Nemesis+Alkamos rings cold spellbreaker. It is already deleted for ages, but I remember how uncomfortable I felt being unable to utilize the Soulrend proc and nemesis base damage. And when I built Reaper, Level 100 (GD 1.1.8.1) - Grim Dawn Build Calculator , I was amazed how good the proc performs when converted to single damage type (this build literally does half of damage by pure-vital gear procs). And felt unfair once again that similar feel of perfection for cold is impossible or at least ridiculously hard to achieve.
Here were my reasons for the topic.