I think "snap" (as in "cold snap") is used only to refer to sudden and drastic decreases in temperature because some materials get very brittle when they suddenly get very cold, and may actually snap and break apart. For example, when the leaves on the ground get very cold very suddenly, then make crunching and snapping noises when they're frozen.
If something that is already cold warmed up too quickly, the sudden change in temperature would damage it, but I'm not sure it would snap, it would probably just break or fall apart. When the leaves warm up suddenly in the spring, they don't really snap apart, the just sort of turn to mush.
The more I think about it, the more I think "cold snap" refers mostly to organic matter, where the cells expands rapidly and then burst when the object freezes. As long as it's frozen, it's "crunchy", but if it warms suddenly, it turns to mush, so a sudden warming isn't a "warm snap" so much as a "warm mush".