Ice Wall

The ice walls already sitting in the frozen caves do nothing to stop spawns, so a shelter carved straight out of the biome is still open season. Put the wall up yourself and it becomes spawn proof, which is the usual reason to bother with it: you want the frozen look without everything that normally lives behind it.

You cannot mine the natural ones into your inventory. Breaking them leaves nothing behind at all, so crafting is the only supply, and that means carrying the material down with you rather than expecting to harvest what is already on site.