Nope! I didn't turn in a present after this failed snowman and I went into another one after and managed to get a present from that one.
After looking into this, the only reasonable explanation for this based on the information provided is: - You did have one of the types of Christmas Present in your inventory (White, Red, Blue or Purple) which you didn't notice. - The Snowman killed attempted to give you the exact same Christmas Present type that you had, but the exchange failed because they are one-of-a-kind - The next Snowman killed did give you a Christmas Present because it was a different one to what you had. It's the only thing that really makes sense, and we will look into adding a check to entering the Extra Frosty Snow Zone so that you cannot enter if you have any of the four types of Christmas Presents to avoid this from occurring.