Hello,
I think your question is, “Should we expect snow on the ground in the sim with Live Weather turned on if there is snow on the ground in real life?” If that is your question, then the answer is yes.
I know that this is not happening in some places, including Madrid, as you mentioned. You may want to cast a vote for the bug report on no snow here:
Also, you may want to file a Zendesk report. I filed one where I live because there was supposed to be snow on the ground and there wasn’t.