My son and I were outside blowing bubbles, and I noticed that when the bubbles landed on the snow, they did not pop, they deflated through the bottom into the snow

Sometimes it took like 10 seconds to start to deflate

Why is this?

The frozen air is increasing the structural integrity of the bubbles to a point where they're held together pretty well. So, once the solid snow creates an opening, it deflates because the water in the bubble us frozen it ultra thin

there cant be frozen water in a bubble wall, because the bubble only exists due to liquid water with much lower surface tension. else it would collapse.

Probably the molecular bond in a soap bubble is stronger than that of snow, at least while the air deflates.
And the coldness makes the bubble less permeable to escaping air.

also

http://en.wikipedia.org/wiki/Soap_bubble

If soap bubbles are blown into air that is below a temperature of −15 °C (5 °F), they will freeze when they touch a surface. The air inside will gradually diffuse out, causing the bubble to crumble under its own weight. At temperatures below about −25 °C (−13 °F), bubbles will freeze in the air and may shatter when hitting the ground. When a bubble is blown with warm air, the bubble will freeze to an almost perfect sphere at first, but when the warm air cools, and a reduction in volume occurs, there will be a partial collapse of the bubble. A bubble, created successfully at this low temperature, will always be rather small; it will freeze quickly and will shatter if increased further.[citation needed]
Some evidence shows that soap bubble can be frozen at 14 °F (-10 °C).[5] To avoid soap bubble destruction it is recommended to use cold air (for example by fast moving of the ring), but not warm air from the mouth.

the snow isn't dry