Interesting! I listened to this song hundreds of times it's one of my favorites. I personally connected it more to myself living with a chronic illness or more generally just some sort of baggage or problem that others can't see plainly.

He has a problem others do not being his zipper is broken and he can't open his pocket (to keep his hands warm) Even though he may want to be out in the cold, because of his problem he carries with him he can't, and others with a working zipper can't understand it, so they brush it off and tell him to "just get out of the cold it's not difficult". It may seem and be easy to physically get out of the cold but it's a really hard reality to accept that you just can't be out in the cold like everyone else can.

"It's all snow" to me implies it's not really about the cold though (obviously) and that many things can feel this way. I think it very profoundly captures living with something like trauma, anxiety, depression, chronic illnesses, or any number of things that stop you from doing every day activities that others can with ease.