I have marathon winters on my touring bike and got Nokian W240s this year for my mountain bike. The marathon winters aren't good in loose snow, but I found the extra knobbiness of the W240s isn't of much benefit in loose snow either. Yesterday on some fresh snow, the ride was squirmy even though it wasn't very deep. I'm convinced if I had been on my narrower marathon winters at max pressure, they would have just pushed the snow aside and dug into the hard pack below.
The biggest problem I had with the marathon winters was during the spring melt. The narrow tires would break through the weakening packed snow instead of riding on top of it. For a few weeks they were unusable on the MUP.
If I had to choose only one for cold prairie riding, I definitely go with the marathon winters for the speed.