I'm was just on here to get my own questions asked and am not a plumber, but this is something I thought bit about and I notice that no one has given you a reply, so I figured i would pipe in (plumbing joke anyone.) It's really more about physics then plumbing anyways.
I have my tee from the water main, and then a emergency shut off valve, then by double check backflow preventer, and then my blow out valve. I realised that water would always be stuck in the backflow preventer and sense the water is not moving it definitely could freeze. I solved this by keeping all of those components deep enough that the thermal ground heat would keep them above freezing.
Now with yours I am guessing that the only reason that pex does not freeze is 1 of 3 things or a combination of all of them.
1)The water is almost always flowing
2)The pressure raises the freezing themperature
3)The house keeps the crawl space a little warmer
Now your connection would only have number 3 going for it, and sense insulation only slows down heat transfer I would be worried about it for sure. I would be worried about the uninsulated pex pipe as well but again not a plumber.