I know that there are snowy areas in Skellige, but they are not deep, thick winter snows. As for the rest, I'm not sure what you are trying to say. Making knee deep snow which reacts to your movements realistically would be a major technical undertaking and would take a lot of time to program to look good, as well as a lot of processing power to work well. The devs have a balance out what more is important to the game at some point, extra physics effects or more actual content.
It is done in AC 3, Batman Arkham origins, and it is done by Nvidia physx it does not need much work, it is not major technical undertaking and it is performance friendly.