Snow and rainfall each carry traces of pollutants that are not water-soluble, meaning they’re going to transfer and lock in when that water turns to snow and when that snowfall hits in key camping and hiking areas.
If you circle back and check the list of chemicals and pollutants above, you’ll have a better understanding of what does and what does not get filtered out. Certain things just stain nature, but in most cases, if the snow appears white and pure, you can throw it into your portable water filter, and exchange some of your body heat to melt the snow and turn it into drinkable, sustainable water.