Question

Why do snow directly changes into vapour in very cold places

Answer 1

Snow is formed at high altitude, at low pressure.
When it reaches the ground, the pressure here will be higher than that in the air.
This will cause the snow to sublimate ie, directly change its state from ice to vapour.
In very cold places (eg Polar regions), the humidity or moisture content will be very low. These conditions will enable ice to sublimate more readily than in more temperature regions.
Sublimation is the transition of a substance directly from the solid to the gas phase, without passing through the intermediate liquid phase.