It's soot. The compacted snow allows a surface for it to accumulate. Soot would form on a piece of glass too. If you've ever sterilized a needle in a candle flame...it turns black from soot. It's nothing nefarious. It's soot. Holding the snow ball over the flame would cause it to eventually melt. The brief time she held it wouldn't allow it to melt as fast being compacted. The snow that does melt refreezes on the surface almost instantly. Again, nothing nefarious. If you salt compacted snow or ice it does the same thing. It doesn't turn black because it doesn't have a candle flame to soot it.