Snow is usually better than grass, when it comes to not losing stuff. The only downside to snow is that (if it’s fresh) an item dropped into snow can fall through quite a distance. But at long as the surface hasn’t been disturbed, it’s usually pretty easy to see the hole, and find the item that way. In the woods, it can be tricky, because lots of stuff drops off trees to make little holes everywhere.
I’ve lost way more stuff in the lawn during summer, than I have in the snow during winter.
I don’t much like cold winters, but it does have the nice effect of killing off all insects and most other pests.
The downside to winter, when it comes to flashlights, is that most flashlight buttons are designed to be used with bare hands. Thick gloves make it almost impossible to turn on some flashlights, and removing them when it’s –20 or –30 is not something I like to do (especially if the flashlight metal is also –20).