Winter changes the damage type when the damage is received, not when damage is dealt. This means that skills like Ebon Dust Aura and Conjure Flame still function.
Because skills like Mark of Rodgort and Mantra of Earth only activate when the foe takes a specific type of elemental damage and Winter changes the damage type before the foe takes damage, these skills will never trigger.
Winter is useful when fighting against Destroyers, as they have +20 armor versus fire damage but -20 armor versus cold damage. This allows even skills dealing fire magic to be viable against them.