I didn't know whether this was a bug or a missing feature so I'll phrase this as a suggestion.

It would be great to be able to tweak the speed of the sleds when riding on snow as well as the speed on ice to achieve a speed and feel closer to how the boats slide.

Another option I'd like to see purely to achieve more balance/difficulty if the player wanted, is to enable fall damage when riding the seld as well as taking damage from being too cold via mods like Tough as Nails and EnvironmentZ as currently sleds can be used to circumvent the punishments of extreme temperatures.

Sleds don't alter the player in any way. If those mods were to add some logic on player tick when in cold biomes that should still apply. If they do stuff lll check where the player is standing on (snow for example) then it does make sense for it to not be affected as player is indeed not on snow.
For fall damage they work exactly like boats which do negate it.
Finally for the configs I just added them all, all hardcoded random numbers have been turned in configs