It was a bit odd, none of them were legitimately born, yet there was an undeniable bond of family between them all.
It could have been the magic that formed them, the same snow they were all made of - or maybe it was more the sibling emotions that were attached to every single one of them when they came into being.
Olaf was made of childhood fun and unconditional love, all fun times and uncontrollable curiosity and excitement.
Marshmallow was defensive anger; more difficult to familial love than Olaf, once he does find what makes him happy, the massive snowman calms considerably.
The Snowgies, though, were made of pure mischief and stubbornness.