A little backstory: I ran (and plan to run again) a My Little Pony themed D&D campaign. Cold Snap was one of the main villains. And...

Well, that's all you really -need- to know, other than the party likes the mares and also likes embarrassing Cold Snap, because a guy that uptight is just so much FUN to mess with.

Seriously, he was the most straight laced, even tempered character in the game. (Short of Celestia's cameo, anyway.) There's quite a bit of irony most of the other villains going turncoat and joining the good guys, but Snap staying a villain to the end.

Given, his entire goal was to become an alicorn (hence the mane and tail, he's enroute to the goal) and usurp Celestia. He did -technically- help the good guys, though it was more that he realized not helping them at the moment would've ruined his own plans.

Seriously, the guy is still a jerk. He only cares about himself and his pet wolves. Which aren't even alive, since they're magical constructs. But even then, he took a moment to compliment his enemies while fighting them...

So you can see why "let him rot in a dungeon" isn't on anyone's agenda.