Well, there's a lot of friction going on there, so the snowball gradually loses kinetic energy just from bouncing and plowing through the snow on the ground.
But I don't think you're asking about that. I think you're ignoring that for the moment, and asking how its kinetic energy changes as its mass increases. We know that
Kinetic Energy = (1/2) (mass) (speed²)
and THAT seems to say that more mass means more kinetic energy. So maybe the snowball's kinetic energy increases as it picks up more mass.
Don't you believe it !
Remember: Energy always has to come from somewhere ... a motor, a jet, a push, gravity ... something ! It doesn't just appear out of thin air. If the snowball were rolling down hill, then it could get more kinetic energy from gravity. But if it's rolling on level ground, then it can never have any more kinetic energy than you gave it when you pushed it and let it go.
If snow or leaves stick to it and its mass increases, then its speed must decrease, in order to keep the same kinetic energy.