Icing will kill you also, if it gets heavy enough. So, pilots generally opt for the generally safer solution. Not ever descent to stay below the clouds ends in CFIT!
And, we have no idea this was the reason for the descent here either. Maybe it was a purposful descent looking for a place to land? Maybe it was already icing? Maybe it was some mechanical? Maybe it was a birdstrike? Maybe it was something got jammed in the flight controls? Maybe it was a distraction when their OCC called on the SATCOM to tell the pilot to cancel?
Lots of helicopter pilot have "I ducked below the cloud" stories to tell too!