yes, it's because it is so dry! It's called sheeting (At least that's what us cookie decorators call it. I have made cookies and had this problem, the royal icing, just comes off). I don't know how you can stop it. (Hopefully, someone else might have an idea), but our houses are very dry in the winter with the heat on. Perhaps, a humidifier in the winter, putting some moisture back in the air? Also, if you burn wood or pellets, this can increase the problem!
Anybody else have any suggestions for this?