The character is a marksman. When attacking with Magical Mitten in Christmas boss event, ranged attack consumes normal arrows instead of snow.
Another bug is that BM/MM will still trigger Mortal Blow skill with magic mitten while having snowballs in inventory, hope this can be patched like anniversary balloon PQ so Mortal Blow will no longer hit miss.(or maybe make it not to trigger the that skill while equipping non bow/xbow weapons?)