You're snowing... no that doesn't work =P But I don't find it all that weird. The elevation in Vegas is higher and surrounding areas usually get snow. It's like when it snowed in LA, it's weird but not that weird =P If it had been snowing... Lady's then yes VERY weird XD
Even though we didn't go to Vegas when we were out west, I can believe it. Las Vegas is about three and a half hours northwest of Phoenix; they start getting regular snowfall around an hour and a half north of Phoenix, mainly because of the increased elevation. Las Vegas' elevation isn't as high as, say, Flagstaff's, but it's still nearly 1000 feet higher than Phoenix. According to Wiki, "[S]nowfall is rare but possible." And even though it's desert, I think you might be surprised at how cold it can feel at night.
Oh I know it gets cold at night ("The Magic School Bus" taught me that ;P)!
Now that you mention it, I think I remember that episode. ^^
Maybe it's just me who underestimated how deserty Phoenix actually is.
And no, Wiki didn't say 'nowfall'; I'm in the practise of putting brackets around letters I want to capitalise if they aren't capitalised in the original and vice versa. No one's ever commented that I'm doing it wrong, including my professors, but I know that not everyone uses that technique.