I am not sure I have any specific examples of ones that cannot be cleansed. Very useful for PVP ball groups. Not a fan for solo play. Sometimes you need to sprint to get the heck outta there.
I don't think you can cleanse the snare from immovable or iron blood for example. Probably hoarfrost snare.
Lots of pve mechanics that can't be purged.
I was excited for the treaders and tried them for about a week. Unfortunately the fact that you can't sprint in combat also means that you can't sprint when you aren't in combat, but get hit with the in combat bug. So when you really want to get on your horse, you can't, but then you can't even sprint to party either because you have the treaders on. Also, you can't take them off because you are in combat.
That happened one too many times and I put them away for good.
I believe just about every snare or root that is applied by an opponent in PvP can be cleansed. Even ground based snares such as Caltrops can be cleansed. While cleansing the snare from such skills with a standard purge would only lead to it being reapplied on the next tick the Snow Treaders work against it because of the technicality.
There was a 12 person EP ball group on the top ring inside an AD keep the other day using them that could not be rooted or snared and and since they weren't wasting stam sprinting they broke out of stun/fear nearly instantly. Because of that and the massive amount of HOTS and AOE healing they had it took 60 AD nearly an hour to kill them despite people using negates on them and the whole upper ring being blanketed with meatbags and cold fire.