On the contrary, you're not missing out at all. Nature is literally "everywhere" in Banff and Lake Louise. I like the idea of taking a guided snowshoe trip - it's a great way to experience the outdoors.
If you want to experience "nature" in Banff - it's as simple as walking out the front door of your hotel and going for a walk. In the winter months, I'd highly recommend taking 2 hours to walk up Tunnel Mountain or an easy hour and a half to enjoy the Marsh Loop or Fenland Trail. Don't miss a drive out to Lake Minnewanka - with the extra daylight you can do this in the evening after skiing. You can walk on the lake or you can walk on the shoreline of the lake. Simply. Stunning.
Also - even though you're skiing, it's worth it to go up the Banff Gondola. There's a well-maintained promenade on top of the mountain and the views are stunning.
As far as the Icefields Parkway drive - wait and see what the Road Conditions are like. I'd highly recommend going for a short drive - just driving 40 minutes up the road to Crowfoot Glacier, Bow Lake and Bow Glacier is worth it. But, the weather and road conditions will dictate if it will be possible - even for a short drive. Check before you go. :)