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The thermal expansion causes grains in the metal (cheap metal) to expand and widen the gaps between each grain; making the material slightly more rugged.
Another reason is rust, snow or humidity sits on the rail over night. During the day, the snow melts, causing the iron in the rail to rust away.
Another reason is the warping of the rail. This can be felt on wide rails. The temperature difference between each section of the rail on the snow contacts will create an uneven surface in which the edges will catch.
If it just recently got warm, scrap the rail down with your ski to get the wax off because older wax gets sticky when it gets reheated. Once it gets cold again, rewax the rail. Someone showed me and a few friends this yesterday, works like a charm.