Likely they stuck it in a freezer just long enough to look like that, but not long enough for the fish's heart to stop beating. It is alive... but how long it will stay that way is dubious. Few animals are capable of being fully frozen to the point where the heart stops beating and reviving.
That was my exact thought. Probably a super fast freeze that frosted the slim coat to make it look frozen solid, but there is no way it really was.