The problem is the cold weather. The sensors work on temperature differential, as well as pressure.
So when you first start out, the temperature may be 20 degrees. As you run down the road, the temperature starts to climb and will often reach as much as 90 degrees, even in cold weather. See the bulletin below, it gives a little more insight.
LOW TIRE INDICATOR ON - TPMS SYSTEM SENSOR WAKE UP
2003-2006 Expedition, Explorer
2006 Escape Hybrid, Escape, Freestar
2006 Mariner Hybrid, Mariner, Monterey
Vehicles built with the tire pressure monitoring system (TPMS) sensors may experience a concern where the TPMS indicator is on solid and the message center (if equipped) displays "Low Tire Pressure". This may be due to the actual tire pressure being low due to time or temperature changes (10°= 1 psi). Adjusting the tire pressure to specification should turn out the warning light once the sensors have been awakened.
If the vehicle has been stationary for more than 30 minutes, it will be necessary to wake up the sensors with the training tool to force them to transmit the latest air pressure information to the smart junction box (SJB), or responsible module. This can be done by either driving the vehicle for 2 minutes above 20 MPH (32 Km/h) or by using the training tool. The sensors do not continuously transmit when the vehicle is not moving.