Why did Hitler snub Jesse Owens?

He didn't. He didn't walk out the stadium when Owens won. Also he didn't congratulate him afterwards because he had decided not to congratulate any athelete from any nation. I heard once (though cannot be sure it's true) that the rumour was started by the Americans because Owens was allowed to run in Nazi Germany but was banned from running in certain US States because he was black.

Owens himself said that the applause he got from the Berlin crowd was the best he had ever received in his career.

Apparently the story went on for so many years that in the end Owens just agreed with it although at first he always denied Hitler had snubbed him.