The reason snow sometimes gradually disappears without actually melting is through a process called sublimation.
The Sublimation is when snow or ice evaporates and goes away without turning into a liquid first.
Ice can and does sometimes evaporate without melting into a liquid first.
When ice evaporates without melting into liquid the process is known as sublimation.
Dry ice is a great example of ice that mostly evaporates without melting and it looks like steam when the sublimation of the ice is occurring.
The process of sublimation is most often used to describe the process of snow and ice changing into water vapor in the air without first melting into water.
"Dry ice" is actually solid, frozen carbon dioxide, which happens to sublimate, or turn to gas, at a chilly -78.5 °C (-109.3°F)
Sublimation is the transition of a substance directly from the solid to the gas state, without passing through the liquid state.
An example of Sublimation in the picture below of dry ice going through the process of sublimation which is the process of ice evaporating without melting.