It's not strange on an especially cold day in Kentucky to hear someone claim that it is, in fact, too cold to snow. I'm not sure if this is a local saying or common in other parts of the US. I once mentioned the saying to someone in Utah and they thought it was pretty funny. There is some way to explain the phenomenon scientifically, but, unfortunately, I can't remember exactly how it goes. Something to do with lack of moisture in the air. It does seem that whenever this phrase comes up that the normally humid air seems very dry.