Using "kill @e[type=Snowball]" in a command block will not kill the snowball, same for arrow, egg, and likely every other projectile. Also the command block spams "Killed Snowball" as if it thinks it successfully killed the entity despite not doing so.

To reproduce:

1. Start fresh world
2. Place repeating always active command block, set "kill @e[type=Snowball]" as the command
3. Give yourself a snowball and toss it into the air
4. Command block spams saying it killed snowball, snowball persists in the air until it eventually lands