Not long ago, most gory effects were done on set, but now most shows and films are so high-res that audiences can see the tiniest details. That means fake blood and gore has to look just like the real thing.
If it doesn’t snow on your holiday, don’t be dismayed. It probably didn’t even snow in the wintry scene you see on TV. It’s far more likely that the snow was generated by a skilled team of VFX artists.