Surface water can be contaminated with pathogens both directly and via runoff. However, waterborne pathogens don't go with water when it evaporates. Water fresh from the sky should in theory not need to be purified from biological agents. The only contamination in fresh snow should be the airborne particulates trapped in the snow when it forms in the atmosphere. These are potentially harmful to human health, but being non-living will not be affected by boiling. If you were seriously concerned about contaminated snow, you would want a filter that would catch both PM10 and PM2.5 (particulate matter between 2.5-10 microns and less than 2.5 microns). But filters are liable to freezing and I don't think many people carry them in winter. Now if you're melting water, it's likely you're going to be using at least some of it right then for a drink or meal, so it makes sense to just boil it. But as long as you are not using old or dirty snow, boiling should not be necessary. It should also be possible to melt a bottle's worth of water and just continue adding snow to your bottle to keep it topped up, assuming you take care to keep the bottle warm enough for the snow to be melted. This would save both time and fuel.
I'm expecting someone to link me to an old thread where this has already been discussed, b/c few of my "awesome" ideas have turned out to be original. But I thought I'd throw this one out there anyway since the videos I have seen testing stoves' melting capabilities take the water all the way to boiling and that seems unnecessary unless you actually need boiling water right then.