Maybe he just loves the snow. Our dog hates rain so we were worried how he would take his first snow but he LOVES it. He wants to be out digging in it all the time, even when it is super cold. There might also be other dog smells within the layers of snow that he's investigating--like pee and poo. Our dog gets really crazy when the neighbors let their dogs into our yard, which happens a lot! He may just look like he's listening but his 'listen' may look a lot like his 'thinking'