The formation of sea ice in polar regions is possible because a salinity gradient or halocline keeps the water column stable despite intense cooling. Here, we demonstrate that a unique water property is central to the maintenance of the polar halocline, namely, that the thermal expansion coefficient (TEC) of seawater increases by one order of magnitude between polar and tropical regions. Using a fully coupled climate model, it is shown that, even with excess precipitations, sea ice would not form at all if the near-freezing temperature TEC was not well below its ocean average value. The leading order dependence of the TEC on temperature is essential to the coexistence of the mid/low-latitude thermally stratified and the high-latitude sea ice-covered oceans that characterize our planet. A key implication is that nonlinearities of water properties have a first-order impact on the global climate of Earth and possibly exoplanets.