There are some gasses that will basically never freeze. Hydrogen freezes at -259.5°C for example and you'll basically never find anywhere that cold in the known universe except for here on Earth. Even as you go up the period table, individual elements still freeze at a very, very low temperate. Oxygen comes in at −218.79°C. Molecules obviously behave differently, but the general freezing point of what we call "air" which is mostly Nitrogen with a little bit of Oxygen freezes somewhere below -210°C.
So it's pretty unlikely that an entire atmosphere would freeze and fall down as precipitation. There are very, very few places in the known universe that could have an atmosphere and yet get that cold.
Side question. I always thought that it was colder in deep space than anywhere near a star. What about earth causes things to naturally (not talking artificial stuff like freezers) get cooler than places in space that have no heat source?
Naturally occurring? Yeah space wins. But artificially? The hottest and coldest temperatures ever recorded were here on Earth in a lab. Here's a cool infographic about it. The TLDR of which is the coldest temperature was -273 °C and the hottest (currently -- the early universe was hotter) was 5.5 trillion °C both on Earth.
True, though you could have been less rude about it. I had forgotten about the condensation point. It's pretty similar though and doesn't change anything about my answer. Condensation of Oxygen is -183°C, Nitrogen -196°C. It's hard to find condensation data on "air" because there's a similar term called the "dew point" at which humidity starts condensating out of the air, but it's probably around -190°C.
Again, there's basically nowhere in the known universe that's that cold, especially on a planetary body with an atmosphere, except for here on Earth in a lab.
The entire atmosphere as a whole? Probably not as that would require absolutely massive amounts of energy to do on a short time scale.
The moisture portion of the atmosphere does condense, fall as rain or snow, and then evaporate back into the atmosphere on a regular basis. Other parts of the atmosphere does condense or expand with temperature and that is why we have high and low pressure systems even if they don't go all the way to pure liquid.
So the things you describe happen to some extent, but the entire atmosphere liquidating and condensing would be unlikely to happen for long as that amount of energetic change is going to involve some crazy amount of energy to change back and forth.