Usually when you are travelling the Insulin will be subject to varying temperatures depending on which mode of transport you use. The reason you need to keep it cool is because if subject to extremes, hot or cold, this will have a detrimental effect on the Insulin. Aircraft holds are usually unheated so the Insulin could freeze. Even the inside of a car can reach high temperature in hot countries, just recently a Can of Pop exploded because of the heat inside my car whilst it was parked in France !! Just imagine what it would do to your Insulin if it wasn't protected in the Frio bag ?
I use Byetta and when travelling even if only for a week have to be careful how it is stored. No more than 26 deg C. That is difficult to achieve sometimes.
Hope that helps.
Ken.