You don't want a rear-wheel drive car in a place where the roads get icey.
4WD is, of course, nicer. But I don't want people to think they have to have a 4WD vehicle if they live in a snowy place.
Four wheel drive is great for a lot of reasons, but in the winter it's only real benefit is acceleration - getting you unstuck or up hills. You're not less likely to crash while moving in an S4 as compared to an M3.
Now, on the track, it makes a BIG difference. In the snow, however, your goal is safety... not competitive times.