Good idea! I personally don't know enough about states of matter and how they change (although I really should) to say anything about this, but from your reasoning, that sounds about right. Maybe that would explain how the mists in Mistborn only came out at night? It got colder, so the maybe liquid form that they were in evaporated into gas. That would also explain why they didn't stay indoors. Indoors is warmer! Maybe they didn't disappear, just condensed into tiny liquid droplets.