I've used pyramids for more than 20 years for snow camping.
I've been in heavy wind and temps down to 35 below. I've been in winds strong enough that the center pole was bowing and bending, and trees were blowing down. The guys camped near us in a North Face VE24 had their tent destroyed by that storm. We were fine.
If you have space to pitch it, and there is snow on the ground, a pyramid is the ideal shelter. Stake out the 4 corners with skis or snowshoes, bury the edges with snow, then go inside and dig out a comfy sleeping/living quarters. The only thing to be careful of is to ensure you have an air vent, or you will run low on oxygen.
If well staked out, a pyramid is very stable in high winds. Because of its shape, it sheds wind better than most other tent designs. Make sure that the edges are all buried in snow and secure, because you don't want the wind entering the tent, or it will inflate like a baloon and blow away. (don't ask me how I know this.) In heavy snowfall, you will likely need to periodically whack the walls to prevent too much snow build up.
For me, any time I'm camping in snow, and I'm not anticipating having to pitch a tent on a small ledge, I bring my pyramid.