Mositure will condense in that pipe, its a condensing furnace. If you dont have a PVC condensate drain line heater maybe you should call the factory or your local dealer and ask them to install it. If the water freezes in the pipe it will change the inside dimensions of the pipe and if enough of the area in the pipe is changed it can affect the pressure switch, and cause the unit to shut down because the unit can not establish the proper exhaust pressure.

Simpl read the installation booklet and the product should mention the condensate drain line heater.