of its surroundings, like pretty much any other substance. (One would think Antarctic snow would be pretty damn cold.)

Proving it from the warmth of my living room is something else, though.

This should help:

https://nsidc.org/cryosphere/snow/science/characteristics.html

Snow depth and temperature

The snow surface temperature is controlled by the air temperature above. The colder the air above, the colder the snow layers near the surface will be, especially within the top 30 to 45 centimeters (12 to 18 inches). Snow near the ground in deeper snowpack is warmer because it is close to the warm ground. The ground is relatively warm because the heat stored in the ground over the summer is slow to dissipate. In addition, snow is a good insulator, just like the insulation in the ceiling of a house, and thus slows the flow of heat from the warm ground to the cold air above.