When snow golems are inside of powder snow in a hot biome such as badlands and deserts, they will still take damage from the hot biome. If a snow golem is made from snow it would logically follow that powder snow which doesn't melt in hot biomes should prevent them from taking fire damage from the environment.

To reproduce:
-tp to hot biome such as badlands or desert
-dig down 2 blocks and place powder snow on the bottom
-build snow golem on top of powder snow
-observe that snow golem dies despite standing in powder snow