Melanistic Snow Leopards?
I'm not aware of any confirmed cases of melanism in snow leopards either.

There are some relevant studies on the evolution of melanism on Felidae. Melanism seems to occur only in two extant species of the genus Panthera (Panthera onca and Panthera pardus). There is a direct correlation between melanistic colorations and enviroment (especially humidity):


  Moist forests (especially in Southeast Asia) presented very high
  frequencies of melanistic leopards (e.g., 39 of 71 individuals [55%]
  in Southeast Asia), and more than 80% of the black animals in our
  database, a fivefold increase relative to the expected number based on
  the overall number of records. Furthermore, we found no confirmed
  melanistic leopards in the Middle East, Arabian Peninsula, Central
  China, and Russian Far East, nor any mention in the literature as to
  the presence of melanism in these regions, indicating that this
  polymorphism is really absent from these areas. Overall, there was a
  significant reduction in the frequency of melanism in some biomes that
  consist of open habitats or temperate forests. There thus is a clear
  pattern in which melanism tends to increase in tropical/subtropical
  moist forests and decrease in open/dry or temperate habitats


References:


https://www.sciencedirect.com/science/article/pii/S0960982203001283
https://www.intechopen.com/books/big-cats/ecology-and-evolution-of-melanism-in-big-cats-case-study-with-black-leopards-and-jaguars