Cleary the history of wine production predates that of refrigeration, as such, where does the trend for drinking wines, like white and sparkling, cold come from? Or was wine predominantly red in early years until things like ice houses were more common place in the upper echelons of society?
Both have existed for around the same (as wine, to my knowledge, originated from grapes and different colors of grapes exist in the same place very commonly (ex. Greece). Refrigerating wine really depends on the country. Once bought, many refrigerate wine of all kinds in the US (the same is true for beer) though this isn't necessarily common world wide. Sake, Japanese Rice Wine (it's not made of fruit so it's actually beer), is served hot in Japan, for example. Likewise, mulled wine (wine served with spices) is often served warm or even hot. Champagne wasn't chilled either at it's inception (according to legend champagne was invented in the 1600s when a monk tasked wine without clearing the bubbled though it likely predates this significantly). So, in reality, the answer is too complex. It varies wildly based on kind of wine (or beer) and location. Chilling something numbs the tastebuds and allows for people to taste less. This is why many cocktails are served cold or even frozen (especially ones trying to mask the taste of the alcohol). This is also why you don't see wine chilled at tastings. Expensive Wine (and expensive liquors like well scotch) are served room temp because if you serve it cold you mask the flavor. This is why many scotch drinkers consider "scotch on the rocks" to be ruining the scotch. Though, historically, ice pits were dug and cellars were used to keep drinks cold this was usually to keep them from going bad or being exposed to bad things.
Also, if you're interested, Forbes did a short piece on it, but it mostly focuses on freezing drinks historically in general.