The much bigger issue that steam is massively less dense that liquid water: roughly a 1:10 ratio. Loading up 10x more snow than you need water is no small task.
This is similar to heating systems installed in skyscrapers of the period (I'd definitely recommend this video if you haven't seen it https://youtu.be/nkgM0qCy5o4?si=46vNv6aaoYHcDO2l).
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.
For the water:steam ratio, obviously it's an expansion and I think it's around 1:1,600. Steam wants space.