It may be because, when we move our shoulders towards our the body, also know as abduction (Fig 1.) gives the central part of the body an elevation. when we rotate our arms more upwards (Adduction), the elevation will be lost.


So in other words, when we are making snow angels,  

 1. Start Normal position (hands near thighs) = Back and shoulders on ground 
 2. Middle position      (hands in middle)   = Back elevated and shoulders on ground 
 3. Final Position        (hands upward) = Back and shoulders on ground again.

Due to this motion, it seems as if the ground become concave.

![][1]

Source:

[Anatomical Terms of Movement][2]

[Articulating the Importance of Joints in Anatomy][3]

 


  [1]: https://i.sstatic.net/ltmCV.jpg
  [2]: https://www.youtube.com/watch?v=5YcNAPzDxDg
  [3]: http://www.dummies.com/how-to/content/articulating-the-importance-of-joints-in-anatomy.html