tl;dr: deciduous trees send 'scissor cells' to lop off the leaves as winter arrives. This disconnects the plant's "water pumps" (since evaporation through leaf stoma draws water through the plant xylem up from the roots). If the pumps were to run relatively heavily on a relatively windy and warm winter's day, the fresh water in the plant's veins would freeze overnight and present a serious risk of death or inconvenience to the tree. The tree thus sheds its leaves to avoid over-reacting to nice weather in the midst of winter.