Yes, Chicago gets snow. It also has lots and lots of winter days with no snow. She couldn't have known it was going to snow on those days when she booked either performance. I see nothing wrong with booking things back to back if you can reasonably assume you will have time for both (and again, in this case, unless she was psychic, she could).
Even if she hadn't booked the private party somewhere else, something could have happened to hold her up. Life happens. The world goes on, and Oprah isn't the center of it.