Its kinda like trying to breathe through a straw with one end clogged. Think of leather like a porous sponge, or like your own skin. It has pores and layers that want to be moisturized, rather than surface coated in plastidip.

The Snowseal or beeswax approach is a legitimate treatment, and will by no means ruin your gloves. People do this all the time to get a true waterproofing. If you are working in the rain or slush constantly, then it is probably best. For typical everyday brush the snow off the car and walk the dog, keeping them properly conditioned with a leather conditioner will be all the "waterproofing" you need and they will shed moisture and natually dry off just fine.