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!
Only thing drive me crazy is all these new horror games nowadays is its so dark, all time. I can't even play them. I understand they trying to create spooky but be creative a little, not just darkness with pop out scare scenes.