".......Can someone tell me why it has to be after the first frost? What
does the frost do, and what is the advantage? I've often wondered....."

It kicks the tuber into dormancy, otherwise it would keep growing after
lifting.
When I first started growing Dahlias Many Many years ago the tubers were
lifted, dried then stored under our bed.

--
David Hill
Abacus nurseries
www.abacus-nurseries.co.uk