Cold weather is a half-remembered idea for many residents of Neverwinter, where the climate stays warm and balmy year-round thanks to magic intercession. In many parts of Faerûn, for many species, ice presents an existential threat to survival. In Neverwinter, it is a way to cool drinks.
This frozen wine cocktail is named for SCAG, a god of winter known for her merciless indifference to living things. It's said the land around her is magically frozen to a degree that far outmatches the trickery that keeps Neverwinter warm. Followers of the Frostmaiden have occasionally protested the inclusion of this drink on the Mask's menu as they see it as a mockery of their god, but SCAG has been dormant for generations and her followers are not very powerful. Most crucially, the drink is too delicious to drop from the menu.