Why? Auroras have nothing to do with ice and I would think it would be fire electric or psychic
The Aurora Borealis phenomenon is found at the Arctic, a very cold place. The Aurora Australis phenomenon is found in Antarctica, another very cold place. They are both referred to as "the polar lights".
Ice is generally associated with cold, so it stands to reason why they are Ice moves.
Hope I helped!
Even though Auroras are formed due to the plasma radiations from the sun, It occurs in polar regions where it's so cold and enveloped with Ice. And you can't find it anywhere else other than such sort of places. Since it only occurs in polar regions and places nearby, It would probably be the reason for moves such as Aurora beam, Aurora veil are Ice type.