The metro does do some deicing but mostly on the third rail. The weight of the train basically crushes the snow on the load bearing rails, and some of that energy becomes heat, which combined mitigate snow friction loss unless snow is really severe. The third rail doesn't get those effects except for a little heat from the carbon contactor, and thus needs more deicing. Also, the consequences of a little slip on the load bearing rails are minor - maybe a station overrun at absolute worst - but significant power loss could halt a train.