You know those signs that say "bridges freeze before roads" ? That happens because the cold air goes above and below the bridge and the whole thing gets colder way faster than the non bridge road. Same thing happened with the cup, the handle is the narrowest part and no matter how it was attached: glue or one piece with the mug, it was just too thin to withstand the shock of hot water/ice.

Thermal stress ... the thin layer of water in the cup, and the cold air chilled the body down real fast and shrank it enough to break at the places where the handle joined the body because the handle couldn't shrink quite as fast.

That loud noise was the cup shattering as the outside tried to shrink faster than the inside ... you will be finding shards of cup all over your yard in the spring.

Thanks lenzai and lazy gardens for validating my thoughts. I leaned towards the molecular makeup of the mug coinciding with the extreme cold temps as the reason for the cup portion braking from handle. Glad to know I didnt get taken by overpaying for cheap dinnerware. I love my dinnerware and is still a little steamed that I lost a piece this morning.

Bummer - years ago, we had a mug handle separate for no reason, MY DD fixed it with glue and it lasted many years (probably at least 10)
We had guests over for dinner and he mentioned that he glued that mug over 10 years before. Our guest picked up the mug and the handle came off again. She thought it was a set up - I think it was ESP.
Learning experience for cold weather - I won't try tossing cold water in our ceramic cups - maybe in a silicone measuring cup as the temp is flying downhill here as well.
We had almost 2 feet of snow in the last week!
A2gemini

Stay warm a2gemini.