They're actually very cold, but one of the main heat sources for icy moons and almost every object in the outer solar system is an isotope called aluminium-26. It's an element that creates a lot of heat by decaying. It's like uranium, for example, but it's more efficient. It's very short lived. So it acted only for up to 10 million years while the solar system was first forming. Aluminium-26 created so much heat that it melted the water ice in moons. Globally, they had very thick oceans. Most of the ice just melted, and then the water started freezing from the top.