Troublesome!

All Reina had done was to make the three maids believe that the illusion of chilly temperature combined with snowfall was true whereas, none of that had taken place in reality.

This was why, when the maids had first entered this room, they saw the old man grabbing thin air.

At that particular moment, the doctor believed that he was touching the snow falling over him but that was all just an illusion Reina had created using her powers.

Since the illusion was aimed toward the Doctor, no one else could see what he was witnessing at that moment.

In the same way, when she had focused her illusion on the maids, they believed that the cold temperature and the snowfall were real hence they too acted the same way as the doctor, trying to play with the snow that wasn't even there.