Analog gauges use a coil and magnet setup (a galvanometer) just like an analog multimeter. The drive electronics are temperature sensitive, how much depends on the sophistication of the circuit design and the parts used. Coil flux is also dependent on temp, so that could be an issue also. So, could be any of a few things.

It shouldn't be anything related to the sensors themselves, because they're usually digital and therefore aren't affected by temp unless they've failed.