More likely he has a significant CO2 leak, as nitro (and nitrogen/CO2 "beer gas" are compressed), not liquified, so there isn't a lot of thermal energy consumed when those are released, like CO2 (or, for another liquid-to-gas phase transition that can frost a cylinder and regulator: liquid propane).
Make sure there is a gasket - either a fiber or plastic washer - stuffed in the tank end of the regulator coupler nut. It's a common error to omit that gasket, which will usually result in a pretty good gas leak...
Cheers!