Yup, there's a basic difference between rain and snow, in that snow forms from water vapour in air that is cold and dry enough to cause crystal growth. There's lots of air in snow. Snow can melt to rain, but once a raindrop is formed it can't turn into snow. It can freeze to hail on the way down, but the transition is "hard". So once they're formed raindrops will often keep falling in quite cold air, and not freeze until they hit the cold ground.