It's very frustrating to hit a wall for seemingly no reason with the snowball when Nunu himself should be independently invulnerable to collision like that. Sion for example doesn't crash into a wall all the time, he slides or bumps off of them sometimes.
Not to mention how stressful it is to constantly throw unreliable snowballs around corners. You won't know if it'll clip somehow because you didn't see a pixel of Nunu touch the wall or not. Not everyone has 20/20 vision and can afford to pay that much attention to tiny details on Nunu's model.