My guess is that since there is no damage in the first place, the Forge event used for Modify Damage Taken does not fire. This should also apply to eggs.

This is ultimately not super important to fix imo, but it is a part of Blazeborn that isn't present in Forge.

From what I can tell, something happens between Entity.hurt and Entity.actuallyHurt. Forge has hooks in actuallyHurt, maybe not in hurt.
I'll check when I have minecraft's source code in front of me.

The issue is kinda dumb. To avoid staggering the player when it takes a snowball, the game actually prevents damage of 0 specifically to the Player. This doesn't happen in any other context, meaning any other entity with that power would take damage.

Should be fixed in the latest version.