The advice to climb is based on the
idea that it's warmer above, which is
an interesting theory. You could die
getting up to where it's warmer. You
should do an immediate 180 and get
out of there.

During your preflight wx brief, you need
to have your radar turned on HIGH to
any hint that there might be freezing
rain. Frontal boundaries, freezing rain
anywhere near, etc.

You can mess with icing, but not freezing rain. Bill Hale