Kittens do it, and so do some adult cats: swat or bite at falling snowflakes. To a cat, each falling snowflake is a potential toy—or to be more accurate, a potential prey to play with before “killing.”
Most cats seem to like snow (or at least a few minutes of it), and as long as it isn’t too terribly cold an outdoor cat will go about its normal business with snow on the ground. Some find their usual outdoor “latrines” covered with snow, forcing them to go elsewhere temporarily, but some cats will forge right on through snow, insisting on using the same old spot even if it does have an inch of snow over it.