I understand that normal wheels are exposed to the same snow/slush/water, and by turning they tend to sling most of the stuff off. Occasionally you will get snow packed inside, and that can throw the balance off. The wheel is held on by 4/5/6 or more lugs, not likely to dismount from the vehicle, even if it has a great imbalance.
A spinner, on the other hand, is held on by one little bearing in the middle. The thing may or may not spin, and it would seem to be a likely candidate to catch a lot of spray off of the road. Since it may not spin, the water could flow to one side and refreeze, leaving a "heavy" point. This process continues until A) material build-up hits spinning wheel, sudden acceleration of "spinner" and exteme inbalance rips out bearing, or B) hit a bump and all the added weight rips out bearing.
The ICE DISC OF DEATH comment is a little off, I don't care for the things - but I am serious about the question as to what happens in winter driving conditions - seems as though they disappear when the weather gets nasty, so I want to know what WOULD happen if run in the snow/freezing rain.
Here in the Midwest, I've had slush build up inside the fenders and refreeze - after driving on the highway it can get so close to the tires that it is difficult to turn into the driveway. I can see this may be a problem with the "spinners", and mainly wanted to know what happens......