I think the explanation is as follows -
In S you have creep, for manoeuvring. Creep means the gearbox is in normal mode, the power from idle is enough to move the car on the flat. A hill will overcome it, so you will rollback. This is fine, indeed useful, when parking on a slope in the dry.
In W you do not want to creep. This would be bad on ice, you would creep, front wheels locked, into whatever you are manoeuvring around. You don't want to roll back either. If it is icy then setting off is going to tricky enough without having to arrest the momentum first. The gearbox is not in normal mode, it can move only in the direction indicated by the selector lever.