When a flame burned out puts off carbon or smoke. That snore woo leave a residue. The white of the snow makes the dark residue stand out by contrast. I saw a video about this yesterday and decided to try this. I was puzzled at first but then tried it with an ice cube from my freezer. The same thing happens with the smoke stain. The snow doesn't seem to melt but I think that is from surface tension of water. In my opinion, as the water melts it is wicked toward the inside of the snowball because it isn't packed as tightly in the center and the surface tension of water pulls it toward that center.