5thElement,
if they are also porous, then the water could freeze in the structure and damage the pot.
Unglazed stoneware has a low porosity and winter /freezing should have no effect on it.
I don't know what happens with wet soil and if it can expand enough to damage a stomeware pot.
Hopeful the others from zone 7 and above will chime in.
Good Day
Anthony
* In the days before stoneware, the Japanese used porous pots, just protected them.
Not really sure when stoneware bonsai pots were used, all the antique pots seem to be incense holders or other adapted to Bonsai use.
Porous pots are supposed to better for trees, or so the older literature states.