If you have low tire pressure in snow, you probably have tires that are worn or have not been rotated. By rotating the front to the back, you improve your chances.
In cold weather, tires contract, thus tires lose air pressure. Fill up your tires at a gas station once a month in the winter, or utilize your own air copressor.
Snow doesn't cause loss of tire pressure. If they loose air in cold air the you might have a leak. Make sure there are no hole and your rims isn't bent. Then just watch the pressure with an air gauge.