Two major things are limited once the battery gets cold enough.
Low end capacity is limited. The energy isn't lost, but it can't be accessed while the battery is too cold. If you see a segment of blue bar (I don't see it in your pic, maybe it's less than a pixel wide), that's capacity you can't use until the battery warms up.
Charge speed is limited. This is what limits regen, since regen can reach 114kW (highest I think I've measured). If the battery is too cold or too full to accept the full regen rate, regen has to be limited to what it can handle.
Just to expand on the 1st point a bit. If you're on a winter road trip, always charge before you stop for the night, not in the morning; especially if you're at a low state of charge. It's possible to stop with 10-15% charge and either not be able to reach a nearby charger in the morning or even start your vehicle. Even if you do reach a charger, the charge rate will be much slower while the battery warms.
When charging at home in winter - I usually set it to 85%. This gives you a little buffer in case I need the range. Also, a heater set to keep the garage at 50 degrees also helps.