I’ve played in snow on most continents, in the wild and the urban. Never have I seen snow clean enough to put into a steam engine. You may be underestimating (a) how important clean water is in this context, (b) how much particulate matter there is in the air and, thus, in snow.
I don't really have time for a deep dive but from a brief look these are diesel electric trains. The water and steam we are talking about here is likely a simple boiler where the steam is only used to deliver heat to the carriages.
After the steam condenses the water in a skyscraper is trivially returned to the boiler (by gravity). However, on a train I suspect they run it as a total loss system and the condensate is simply discharged when it reaches a trap.
This whole system is relatively low pressure and, more important, low velocity so it's unlikely it would have caused an immediate issue (the train would obviously have required work before going back into service in any case).
I think the problem is more likely to have been an inability to collect enough snow to make a meaningful amount of water, in addition, it would likely have needed to be liquid to introduce it to the boiler, you can't just shovel it in.
