Why is heating required for this formation:

6NaOH (aq) + Al2(SO4)3 (aq) �¨ 2Al(OH)3 (s) + 3Na2SO4 (aq)?

Wouldn't freezing favour the formation of Al(OH)3 since freezing lower the KSP and more Al(OH)3 would precipitate?

It isn't. NaOH + Al2(SO4)3 forms Al(OH)3 easily. Heating will delay the pptn of Al(OH)3 since it is more soluble at elevated temperatures.