I was told years ago by a soldier who had served in cold climates, that eating snow is actually advisable when and only when exerting oneself.
If dressed for cold conditions, one can easily overheat and sweat heavily with risk of overcooling afterwards.
Moderate eating of snow in such conditions helps cool the body when it would otherwise over heat, and provides needed fluid without useing probably scarce fuel.

I would not worry about boiling water from snow provided that it looks clean.