The playerStart object creates the player using a
Room Start event, which happens
after all instances in the room have completed their
Create events. This means that when you try to freeze the player, the playerStart object hasn't made one yet! And if you moved your code to the Room Start event, there's no guarantee that the playerStart object will have done it's code first. So yes, you'll need to create the player yourself in your cutscene code, just like sandsky pointed out. (Or you could make a new playerStart object that does the same thing as the normal one, except also sets frozen=true)
P.S. I approve of that object's name