No technically your compressing air. You know the air and water are in separate pipe lines right? Some guns have their own compressors built in though and your only connecting the water, mostly fan guns.
Of course they do in PA, snomax just aids in the nucleation process increasing productivity at marginal temps. It just makes the process a bit more efficient. I'd be very surprised if western resorts don't ever use snowmax or similar type products especially during early season snow making. Of course it's just a waste of money to use said products at very low temps.