I normally do not use a shelter unless I expect bad weather. I like sleeping under the stars.
In winter, I like to sit in my shelter and sort out gear, change clothes without snow, sleet or rain, and start melting snow. The other thing about a shelter is that it is easier for me to sort out my gear and I like to leave a few items out and above my head such as extra insulation just in case, a light, water in an insulated bottle. I also like to leave my stove system still set up to the side for a quick breakfast in the morning.
The last time I did a bivy only in snow was years ago with an external frame pack. I kept the pack upright behind my head and used the sleeping bag compartment to store gear I might need during the night or first thing in the morning. The whole organization thing was not convenient. Not to mention I dropped my spoon after dinner and the next morning had to dig through several inches of snow to find it. Also got a layer of frost between the bag and bivy, although newer bivys do a better job.
A few years ago I tried it again in sub-freezing temps but no snow. I had a large Gregory pack because it was desert and I had to carry 2 days worth of water with me. The organization wasn't too bad because I didn't need to worry about rain or snow, but frost was an issue. I have since gotten a more breathable bivy, but it is not stellar.