We don't get snow here in Florida, but if we did I'd definitely buy some. More than anything, it's the salt that they put down to melt ice/snow, on the sidewalks, that will irritate and cause the paw pads to become dry and/or cracked. Of course there's always boots, if you can get your baby to wear them
I've read here also that some will wash their baby's feet after winter walks, to remove any salt.