I’ve heard that the Space X Falcon 9 is more sensitive to adverse winds because of its long and narrow profile or “fineness ratio”.
It’s not the only one, but yes. The OP’s mention of the Russians launching a Soyuz in very heavy snow - that was only possible because of their booster type and (relatively) low crosswinds.
Some of the big SSTO concepts would have much better crosswind tolerance as well as crossrange performance; unfortunately, NASA killed some of them off in the 90s to protect their precious shuttle and the replacements that started recently have not yet had anything really flyable.