Because since the earth rotates around winter time the earth, depending on your area, has leaned away from the sun thus making it colder. Why does the earth rotate? Because the Earth is in orbit with the sun and spins around it on it's axis which makes he earth "Slanted". And the "Slant" Is why we have seasons. The top can be could the bottom hot, yada yada ya.
There are some places in the world where it's warm but it's winter. And some places where it's technically fall, but they get snow anyways. I guess it's like wondering why Summer is considered a hot season.