That was a first for me to hear of also. Ice to produce heat.... who knew?
IMHO, ice would tighten the muscle instead of loosen it making the injection more painful in the long run allthough numbing the skin to avoid the pain of the pin prick. You would want your muscles warm and loose so that the oil injected can spread quicker thus causing less pain to the injection sight

I would love to see more info to back up the ice thing.