Wonder how good the Miata would be in the snow? Probably not very.... 500 to 700 lbs lighter, no wonder it handles better. I feel like this is comparing an apple to an orange. The Miata would be better compared to a BRZ or Toyota 86, not the Veloster N. The Veloster N should be compared to a WRX or something along that line.
I have yet to be in a car where FWD, RWD, or AWD made one bit of difference in how good it was in the snow.
The primary thing that makes a car good in the snow is snow tires. Second to that is driving ability. If you can't feather the gas, you will end up sideways or stuck as you dig yourself deeper regardless of what tires give the traction.
I honestly prefer RWD in the snow because I can use the throttle to rotate the car, but I really only do that if I'm being playful. AWD/4WD gives confidence, but in reality it doesn't matter much if all four tires are slipping/scrambling for traction.
If you get any snow at all for any regular basis, or winter temps are consistently below 40 degrees F, get snow tires.
It will essentially double the life of your tires in general, as each set is only used half the year (at least up here in MN where we get 11 months of Winter it seems). I generally change to snows in October (doing so this weekend, no real snowfall yet), and switch back to all season/summer in early to mid May depending on temperature/conditions.
I'd bet with decent snow tires, a Miata would be great in the snow. I've had two RWD 1985 Cougars, a 97 Thunderbird, a 2002 Crown Vic, an 85 Suburban all with RWD only, all with good snow tires (my go to has been General Altimax Arctic), and none has gotten me stuck yet or left me concerned about traction.