The joke is a pun.  The word 'freeze' sounds the same as 'frieze'.  A frieze is a broad horizontal band of sculpted or painted decoration, especially on a wall near the ceiling, and can typically be found in Greek architecture.  The other 'freeze' is referring to the cold temperature or precipitation from the ice storm.
As they looked at the recreation of the Greek temple on Rodeo Drive while a freak ice storm was occurring , Emily and Henry were astonished by the very unusual frieze .