There are a few things that make bacteria more resilient. Many actually do burst, especially after repeated freeze-thaw cycles, but compared to most eukaryotic cells a combination of a bit more simple structure, potentially size but also more robust cell hull allow them to survive better.
However, there are also specialists that can survive extreme events (though a few eukaryotes such as the tardigrades (water bears) also fall into that category. Adaptations include changes in the lipid composition (toward shorter, unsaturated fatty acids) to keep it more fluid at low temperature as well as accumulation of metabolites and proteins that prevent crystallization, for example.