Their logic makes sense, and it seems possible, but a few things bother me.
Supporting their argument: Incidence is definitely higher as you move north, and higher glucose levels certainly would prevent tissues from freezing to some degree.
Against: Even though the incidence is higher in northern Europe, it is still relatively low (1 in 2700) compared to other diseases encouraged by secondary selection pressures like sickle cell anemia in Africa (1 in 500). So if there was a benefit, it must have been fairly small.
The big thing that I don't like is that if there was a benefit to elevated glucose levels, I would expect to see a general elevation in fasting glucose levels across the pollution, bot just an extra 10 or 20 people per 100,000 with a sever auto-immune disease. If Scandinavians everywhere had fasting glucose levels that were 10, 20, 30 etc... mg/dl higher than others, I would say absolutely. I don't think this is the case, but I don't know for sure since I can't see the whole paper. It just seems like there are many more ways to select for increased glucose that are less severe than developing an auto-immune response, and I would have thought that those genotypes would be in a population and available for selection. Again, just speculation....