Grass has air circulating around it and the blades cool much more quickly than other surfaces, allowing snow to stick more easily. A sidewalk or a road surface has only its top side exposed to the cold air, so it takes longer for a paved surface to cool. Also, paved surfaces absorb and hold onto the sun's energy longer than grassy surfaces, which also delays their cooling. Roads are also smooth and more exposed to wind, which can make it harder for snow to stick.
---D.M.