East and South is because the sun rises in the East, so in the winter, an Eastern exposure gets more sun, and much earlier sun - frost only has a very short time (if any) to set on the plants. I face East and do not get frost up against my home. South, because that is the way the sun is moving, the next sunniest exposure is South, then West, and lastly North.

I thought solid south-facing walls are the warmest part of a house? Planting against a south-facing wall is a fairly traditional way of keeping fruit trees alive in colder climates because the south side gets sun all day long, and the house will subsequently retain heat, which is emitted throughout the cold evening, keeping adjacent plants warm and frost-free (relatively).