no
snow can get through the filter and the amount that could possibly get stuck to it, melt and then possibly be sucked in wouldnt be enough for damage by the time it melts, since at that point it would be evaporating too.
Plus like he said with that plastic piece on the bottom and the fender all around it otherwise it really isnt an issue, only time I heard it was was witht he HKS CAI, cause I think that thing sits real close to the ground, or maybe it just looks really long.