Snow Wall

The snow walls you find already in the tundra do not count as player made. Enemies spawn in front of them just as they would in open air, and a room enclosed by them will not validate as housing. A pre walled cave looks like shelter and is not.

Breaking the natural version drops nothing at all, which is why the crafted item exists. Place that one yourself and the same wall behaves properly: no spawns behind it, valid for NPCs. If you are building in the snow and want the background to match the biome, hammering out the natural walls and putting your own back is the only way to get both the look and the safety.