Because, the air gets colder, and the place where you live is high enough to not let the rain come down as water.
They can't melt on it's way down, and that's why is snowing.
Welcome to American Midwest Club. If this is your first year, you have to freeze your ass off until May-August, and then watch it all go downhill again!
btw i feel this a good time to remind you guys that sea of thieves was made by rare, who also made DKC1-3 and DK64, alongside banjo kazooie and conker's bad fur day