Another thing that would’ve helped would have been to create a secondary “false” wall on the interior and run the plumbing through it.

Knowing that we have cold winters and it's an exterior wall, is it unreasonable to expect they would have taken extra steps to insulate the lines?

To answer this question specifically, no, it is not unreasonable for the plumber to have anticipated this problem and taken the necessary steps to protect the lines. Hell, I live way down south and even my washing machine plumbing, which is also on an exterior wall, is insulated!

The pipes need to come up thru the floor/ not buried in the wall. Rigid copper left exposed.

Or borrow from the double envelope concept and frame another wall (or plenum) on the interior side and bury the pipes in this new wall (space permitting). With return air grilles in this new wall with the pipes. A grille close to the floor and one near the top so conditioned air can circulate around the pipes.

(Remove the existing water pipes from the wall & insulate that space with closed cell foam.)

I would also relocate the drain just for peace of mind. Drain lines can freeze up, too.

Yes, they should have taken this into account. The pex can be inside the wall, but needs to be on the warm side of the insulation, not in the middle of the wall.

They could have added additional foam board insulation (RMax, for example) in the stud bay against the outside wall between the plumbing and the exterior and also along the studs for additional protection. I've used 2" RMax to make a u shaped channel - it gives you an R13

Or they could do a false wall for the plumbing.

If it's really iffy, they should have put in heat tape on the pipes.

With any additional insulating you do, keep in mind that totally enclosing lines in insulation only slows the rate of heat loss; it doesn't necessarily keep them from freezing. I live in a very mild climate where it only freezes for a couple of days a year. However, 2 years ago the cold water line under the kitchen sink froze. It was coming up from the foundation slap and up through an exterior wall. I cut a 1' X 1' hole in the sheetrock under the sink to investigate. What I found was a fully insulated wall, with the copper pipe coming up through the middle of an insulation batt. However, I noticed a breeze blowing through there due to an inadequately sealed sill, and it was enough to freeze the 2' of copper pipe. My solution was to seal the sill as best as I could and rearrange the insulation so that it was all behind the pipe (that is, to the outside) leaving the pipe bare to the inside. Then I put a grille in place to seal the hole, which allows the pipe to be able to pick up a little heat from the kitchen side through the louvers.

I had the same situation. We built a double wall (2, 2x6 spaces) which are isolated (exterior section insulated, wallboard, interior section with pipes and more insulation). It has never froze and I have a toilet supply in the same house that freezes 2-3 times per year (when it reaches -5) even though it is in a soffit in a slightly heated garage. If it makes you feel better, the PEX has never failed. One poster suggested venting the area. That would not be allowed in the my area as a violation of fire code (we wanted to do that in another space).

Does this additional room have a door on it? And did you leave it open when it got cold?