We think of snow as being cold, but snow is actually a good insulator, that is why an igloo or snow cave provides good shelter, and why animals burrow into the powder snow. The dogs you see, buried in fluffy powder snow, are actually warmer, than those standing above the surface. In the same way, a swimmer, underwater in a thermal pool, will be warmer than one standing out in the cold air and wind.
It is also important to realise is that, the temperature in the snow, is often higher than in the air on a clear night. Radiation to the sky can be to -55°C, while the snow may only be to -10°C, and snow also provides shelter from the wind chill.
A house with a couple of inches of snow on the roof, will be warmer than one without snow, exposed to the stars.
Take an IR thermometer for a walk on a clear night, so you can measure the temperature of the sky overhead, under trees, or in caves. The coldest place is on a peak or ridge, exposed to the wide sky. The next coldest is standing in the air on the flat, or on a valley floor where cold air pools on a still night. The warmest is on the side of a steep hill, under the tree canopy, buried in fluffy snow, or sheltered from the wind.