I was playing on an smp server when i built a snow golem inside an enclosed area so that i could farm the snow from him like most players already know how to do. At this point i started to break the snow with a shovel to collect it but i wasn't getting any snowballs. I let him out to make a trail of snow and I was unable to collect that snow as well. This is the extent of this bug and I hope you find this helpful.