They are snow spirits and they maintain the balance. Killing them will make the winters less dangerous, but will also cause global warming and make other biomes warmer. It will also raise the sea level. However, if you let them live, you can send one nicheling per bear to be protected from the cold in exchange for some nesting material. This is especially useful if you only have one or two nichlings left since you need three nichelings to warm them up.
What do the blue birds do?