Are you kidding? I can jump around through the snow pretending I'm some cosmonaut with a space suit on!
Yeah, but once you're out of the snow it's more irritatting to get back to normal.
Your hands and legs start to sting from the cold and then you're wet from the snow. Not to mention, all the extra clothes needed in the snow.
You wouldn't run through the cold comfortably with no clothes on, but you could in the heat.
I'd rather spend my time in the sun lounging than up in a ski resort.