Snow holds massive amounts of air, much like a sponge does. It's what makes it fluffy. That's why it doesn't immediately drip when you hold a flame to it.

The rest of the surrounding snow will soak up the drops until the entirety of it is warm enough to melt.

Have you never made iceballs as a kid to chuck at the assholes who harrass you or to throw at passing cars?

Compress a snowball as tight as you can. Then run it under a lightly dripping sink. You'll be surprised at how much water it holds until all the air gaps are filled.

It's basic physics. It doesn't take a genius to figure that out.