Snowball fights are like many other physical activities: fine if all parties consent, and consent is not acquired by dragging someone in and hoping they don't punch you in the eye.

I take it "at least you don't have nasty wind chills" wouldn't actually help. (It's -9 here, wind chill -14, but my parka is rated for that, I'll put the all-purpose extra layer cardigan under that, wear my long underwear, and it'll be fine. No snow today.)