Relates to MC-258347.
From their introduction up to 12w17a, when built, iron golems would create a burst of snowball particles around them. This stopped happening in 12w18a due to MC-10369. While said ticket was said to be fixed in 19w14a, building iron golems still no longer creates these particles (any created are a result of MC-123338 and are obviously not snowball particles).
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Relates to MC-217619.
Can confirm in 21w11a.
Can confirm in 21w13a.
Can confirm in 21w15a.

Affects 1.17

Can confirm in 1.17.1 Release Candidate 1.

Affects 21w39a

This might be intended, since iron golems and withers are not made of snow.

Did you even read the ticket?
Can confirm, although this is most likely intentional.