What about freezing rain? It starts as snow, hits that layer with temperatures above freezing and begins to melt. As it gets closer to the ground, it passes through below freezing temperatures but it doesn't have time to refreeze. It continues to fall as a liquid but it lands on objects that are at or below freezing, coating objects and giving us an icy mess.
Sleet starts off as snow and then melts into a liquid but has plenty of time to refreeze into ice and falls to the ground as sleet.
Snow does not encounter above freezing temperatures so it doesn't melt and continues it's cycle as snow.