I think I have to go read up geography.
The dunes are located at an altitude of 8,000 feet in the San Luis Valley, and area notorious for having fairly chilly weather. It does indeed snow there, but generally speaking, they do not receive huge amounts of snowfall like other parts of the state.
Here are photos of the sand dunes when there was snow on April 26, 2007:
Colorado Guy - New Mexico Guy - Montana Guy