Does anyone else do this? I always have but some people say don't do it. I was just wondering why?

I do it all the time. If it works for me I do it.

Fortunately I started doing cakes before cake messge boards were born so I do lots of stuff the 'wrong' way. But it works!

you can do it but if you plan on smoothing your icing with the paper towel method you will have to wait for the icing to stop sweating. it will take a couple of hours. if your doing a carved cake then icing deeply chilled will help prevent crumbs.

So should I just leave them out overnight all wrapped up?

yes, or take them out first thing in the morning. how long they take to defrost will depend on their size.

Actually the best way to thaw a frozen cake with minimal sweating would be to put it in the fridge the day before to thaw it. Then it will slowly come to temperature, rather than it being put through a drastic temperature change.

I final coat frozen cake and they do not sweat.

Thanks for the info! I like to freeze all my cakes.