I LIKE THIS ONE:
At the risk of sounding like an anthropomorphizing PETA-putz, I think the answer to your dogs-and-snow evolution query is a simple tautology — liking snow so much confers an advantage on canines precisely because they find snow to be fun. Think about it this way: creatures who find joy in life are more apt to have an advantage over fellow members of their species who don’t. The dog or wolf who’s out frolicking in the snow probably has a better chance of survival overall than the canine who rolls over in his den and mumbles, “Snow AGAIN?!?” It’s also a rationalist explanation for why humans find sunsets beautiful — those of us who find beauty in life are more likely to make the neceessary struggle to survive than those who don’t.
Or, like you, maybe God just likes to watch dogs play in the snow.