If you're trapped for a day in a inches-per-hour snowstorm, you're not going to be able to run the engine the whole time. You may also be in a snowbank, with wind causing drifts to build up.
> In New Jersey, 23-year-old Sashalynn Rosa, of Passaic, and her 1-year-old son, Messiah Bonilla, died of carbon monoxide poisoning while sitting in a running car that had its tailpipe covered in snow. Rosa's 3-year-old daughter, Saniyah Bonilla, was hospitalized in critical condition and died on Jan. 27. The father of the children was just steps away shoveling snow from around the car.
> Angel Ginel of New York died in a similar way Monday afternoon. Police say Ginel was found inside his running, plowed-in car in Brooklyn. His relatives believe he got inside the car to warm up Sunday, and the car got buried.
If what you mean is that the exhaust can linger too long or be redirected in ways that aren’t ideal then yea.