Why were the Germans drinking their own pee?

Disregarding any aesthetic considerations which they were largely below already anyway, drinking your own pee might also not be that nutritional compared to water (or frozen water for that matter). But it was one of the few possibilities they saw in getting something to drink. And it was warm, too, especially compared to snow.

But while they could as well have eaten snow, even if that would have been not that healthy either given their already low body temparature, there just was none really. Remember that they were still in the train. And in fact some other prisoners in that same scene were shown scratching the train walls for some ice/snow to eat. Also remember that when the train doors opened, the first thing many of the prisoners did was fall to their knees and eat the snow. So hadn't they been trapped in the train there might have been much more prisoners eating snow, even if pee might still be preferable at least for its temparature.