Living in Montana for years has taught me a lot about snow. I've had LED lights both heated and non-heated in a diverse range of conditions.
In my personal experience, the heated option is useful in only a very narrow set of circumstances. When the temp is just right, and the snow is heavy enough and wet enough, snow can build up on an unheated lens. But... it's kind of rare.
First, LEDs do produce SOME heat. Not much compared to the old filament style, but some. So, even unheated bulbs can melt some snow at near freezing temps.
Also... when the temp really drops down, unheated bulbs can be so cold that the snow does not stick.. By keeping the lens well below freezing, snow hitting it will just bounce off. This is also a useful premise to use with the windshield. Anyone who has plowed snow much will realize that it's sometimes better to keep the glass cold to keep the snow from sticking, rather than try to melt an ever growing pile away with the defroster.
And, eve unheated bulbs can get so cold as to be ineffective under the right conditions. More than once I've had to stop and clean off my heated Trucklites.