When a publication freeze is active, it is still possible to "Approve & Publish" a pending publication workflow item, at least when the personalization-integration module is present.
Freeze-Module seems to assume the default configuration of the workflow module, which refers to the command "activate" in the default catalog (in /modules/workflow/commands/workflow/activate/activate@commandName). But that configuration is overridden by the personalization-integration module to refer to command "personalizationActivation" in the default catalog. That command is defined in /modules/personalization-integration/commands/default/personalizationActivation and Freeze-Module does not override it.
This is why CheckGlobalFreezeCommand is never executed on publication with the personalization-integration module.