There are two issues, but neither is really with the main body of the extension cord being buried. First, it is generally not recommended that an extension cord be used. However, many of us do so without issues. You have to have a really, really good, heavy gauge (10 is fine) extension cord, and it must be plugged into a like-new outlet.
Second, the connection between the cord and the EVSE must be watertight, or above the snow and sheltered with a cover. Don't just bury the connection in snow.
I'm assuming that the buried part of the cord is not in a trafficked area. If it is, then don't do it.