Imagine a comet. First, there aren't many snowballs ten kilometers across. Second, snow is frozen water. Comets also have frozen carbon dioxide, methane, ammonia, and a few other chemicals. Third, snow is too dense.
Comets are delicate, gossamer objects.
Cometary material makes snow look like lead. These things are saturated with carbon and silicates, making them as black as tar. Cometary material is a little like that. Most of the time, comets spend their time in the supercold outer reaches of the solar system. Out there, they are frozen solid, inert and unchanging.