When an AHDSR modulator is placed on one of the properties of an instrument, the release period of that AHDSR modulator starts when that instrument is untriggered. When an AHDSR modulator is placed on one of the properties of an event, the release period of that AHDSR modulator starts when that event is stopped with fadeout. Stopping an event does not untrigger any of the instruments in that event. (If it did, an event with an AHDSR modulator on its master bus volume would normally fall silent immediately when stopped, instead of fading out gradually, due to its instruments all being untriggered at the same time.) This allows you to produce events with much more complex behavior than could otherwise be achieved.
A snapshot instrument is an instrument; thus, its release period begins when the instrument is untriggered, not when the event is stopped. If you want your snapshot’s release period to play out when the event is stopped, you must ensure that the snapshot is untriggered when the event is stopped.
The simplest way to do this is to play and stop the snapshot as an event in your game’s code, instead of through a snapshot instrument.
Alternatively, if your project requires snapshot instruments, you can ensure that each snapshot instrument is untriggered when the event is stopped by giving the snapshot instrument a parameter trigger condition, and placing an AHDSR modulator on the value of that parameter. Parameter values are event properties, so an AHDSR modulator on a parameter value does enter its release period when the event is stopped with fadeout.