Why do telephone wires become loose and sag in winter?

They shouldn't, usually it is the other way around. As with all wire, the temperature effects wire lengths. When wires become warm as in a hot summer day the wires expand and droop and likewise when they become cold as in winter they contract and tighten up. The wires have to be installed to take this condition into consideration. There is a specific engineered sag allowed for each type of conductor from pole fix point to pole fix point.