There is, of course, also the additional potential for small children or dogs to run out into traffic in an ill-fated attempt to rescue or eviscerate a fallen stuffed animal, particularly at the beginning of the storm.
The type of stuffed animal is, naturally, dependent on the temperature. Sometimes you get light, fluffy teddy bears. Other times, dense, heavy beanie babies that, accelerating at 9.8 m/s^2, can shatter windshields, dent car roofs, punch holes through shingled roofs, and embarrass livestock. It is recommended that in case of beanie babies, one remains indoors, and away from the top floor of your building.
The real problem comes later, after the plows have come, scooping the stuffed animals into huge mounds that line the street for weeks and months. They do not melt. They do not slip into the ground or run off into the sewers. They remain an obstacle to pedestrians until they can be loaded into massive dump trucks and transported to incinerators, or until Valentine's Day.