The blizzard code seems slightly bugged. It's not always the case that protected areas remain protected, though I'm sure that wasn't the intention...
I've had a freak blizzard come down into the protected area just west of the north pass, north of the small sea/lake. Of course, that utterly ruined the city I had there and I hadn't gone out on conquest yet so the game was over. It seems to be a very infrequent occurrence but it's nonetheless very frustrating.
Still, the dev team could always argue that there's a fix for this rare occurrence already built into the scenario (children of Kylorin) so it's not such a game-ending issue after you realise it can happen.