It’s a combination of a few things - insulation from the ground, the fact that ice floats instead of sinks, and the sheer volume of water present in a lake compared to an ice cube tray.

First, if you dig below the surface the ground is actually pretty good at staying warm or at least preventing the temperature from dropping below freezing. So a lake is only going to be experiencing freezing temperatures at its surface where it makes contact with the air.

Next, ice floats. If ice sank, it would fill up the lake from the bottom, overwhelming the effects of insulation from the ground because new ice near the surface would be constantly produced from contact with cold air. But because ice floats, it protects the water below it from the cold air. If the temperature is barely below freezing, that’s enough to insulate the water in the lake. If it’s really really cold outside it might be enough to freeze several feet of ice, but eventually it would be enough to start insulating the water below. Not as well as the ground, but enough that the water would be freezing at a much slower rate than if it were in direct contact with the air.

Finally, lakes are really big and have a lot of water in them, and temperatures are usually not cold enough for a long enough period of time to freeze a lake all the way through. A small pond might slowly freeze all the way through from top to bottom if the weather is really really cold for a really really long time. But a big lake with lots of water that is being insulated on all sides by ground and ice would take years to freeze all the way to the bottom. Maybe even decades.

Meanwhile, an ice cube tray, a) does not have the insulating effect of the ground; water can be frozen from all directions. If you pull ice cubes out before they’re fully frozen, you’ll actually see a “bubble” of liquid water trapped inside the ice because of how it freezes from all sides (instead of a layer on top) and b) has very little water in it compared to a lake, and only takes minutes to hours to freeze through instead of years or decades.