I was testing this out again on 1.14.3 to try and get footage of it to add to this post, but I found that it is now suddenly working properly. I cannot tell if the problem has been fixed for sure, I haven't changed versions. It may just be being inconsistent.
It will not melt regardless of light level. I assume this is because frosted ice is meant to melt with age and not with light level, but when created using setblock, it cannot age properly for some reason.
Atomic
I was testing this out again on 1.14.3 to try and get footage of it to add to this post, but I found that it is now suddenly working properly. I cannot tell if the problem has been fixed for sure, I haven't changed versions. It may just be being inconsistent.