Snowflake has much more advanced data security - table, column, and row level security and dynamic data masking policies. The zero-copy cloning is also pretty useful for CI/CD (pretty much the one practical way to do blue-green deployment for data application).
Databricks has some interesting features (we were originally interested in it as "nice UI" for our AWS data lake for citizen data scientists - using it for industrialized processing was price impractical compared to AWS Glue) but the security seems lacking - it goes just table level and only in SQL and Spark, with R you can't have security at all.
I really liked the Databricks UI and integrated visualizations, though, that's where they are better than Snowflake I think. Of course, they gained those by buying open source Redash.io and ending it.
The part that ended our PoC with them was when they gave us a price quote for expected number of users, the management was like "ok that sounds reasonable" until I told them that's just license and does not include EC2 costs - the real cost would be at least twice. That made everyone angry.