Latent heat. At higher pressures water freezes at lower temperatures. At higher pressures the latent heat of fusion increases.

As a material passes from liquid phase down to solid energy is released. Same as how steam releases a lot of heat as it condenses on your hand when you delid a boiling pot of water. This is called latent heat of fusion, and latent heat of vaporization.

Water is weird. It is most dense at 4°C then begins to expand toward 0°C as it forms transient nano scale clusters of molecules. At high pressures these nano clusters are less able to form.