Lamps and lighters are not intense heaters. Suffice it to say, they never wholly burn their fuels. For instance, when the lid is rolled, a lighter causes friction. This generates heat that meets a stream of butane gas to produce a flame.
The air, in this case, is restricted, thus causing incomplete combustion. As a result, when they burn, they produce soot. These compounds are deposited on top when you heat a snowball or other white-colored stuff.
Eventually, the surface becomes black and emits a burning plastic odor. This impact is enhanced if the item is heated below since ascending hot air pushes the particulates upwards. But the soot is not an indication that the snow is on fire.