I also am a huge fan of Anker external batteries in cold weather. As wildcat mentioned, it is possible the battery supply switched over to the internal batteries, especially if using a magnetic connection. I like using magnetic connection for powering phones, etc but not for thermal scopes in cold, and sometimes inclement weather. A few other options are it was colder than normal, the batteries were producing a lower voltage than normal which impacts the battery meter. From what I understand, Bering rates the power based on battery voltage. If you switch the battery type from 3v to 3.7V, you can see this because it will show the batteries as being almost dead even on new 3V batteries.
Another possibility is I have seen the battery status indicator simply be inaccurate. I had a customer recently who said their Bering thermal would drain his batteries immediately. What he actually meant was it was not showing 100% battery level anytime even with fresh batteries so assumed the thermal was draining the battery. I had him run a set of batteries and use a stopwatch and it still got the typical run times, but the battery meter was just not working perfectly.
One other situation but probably doesn't apply is many people hibernate their thermals thinking this won't drain batteries. Keeping the scope on hibernate is an approximate 30% saving on power vs having the screen on. Many people think they are turning off their scopes, and have simply hibernated the scope causing a battery drain.
Just some possibilities. I don't run internals CR123s on scopes.