As of 1.14.4 the snow layers on glass, but also doesn't allow light to come through. This effectively breaks skylights. Maybe creating glass half blocks would be a workaround for this issue unless the plan is to allow snow to fall on half blocks in the future.
This ticket concerns a feature request or parity issue; as this is a bug tracker, this ticket will be resolved as invalid. Alternatively, please visit Minecraft Suggestions on Reddit or the official feedback website to request new features.