I asked my nephew about this. He's a chemical engineering major. This is what he had to say:
"It's an enthalpy thing called Joule-Thomson expansion. When something goes from high pressure in a nozzle to low pressure outside there isn't sufficient time for the system to equilibrate isothermally, so it equilibrates enthalpicly. Vaporizing a liquid requires energy, and for the system to vaporize isenthalpicly that energy is taken from the enthalpy of the liquid. Since the liquid's energy goes down, temperature goes down. Compressed air cans do the same thing, it happens for all fluids"
I get the general gist of this, but man has it been a long time since I studied chemistry and physics and what not. Sorry for the mind bender, I was just humored by his response. He's a smart kid, sometimes too much for his own good, lol