Rainbow Dash and Pinkie Pie love peeing their snow pants. So when they both have to pee like a race horse, they just let it all out in their snow pants. The warm release and the feeling of relief are really enjoyable to them. The inside of their snow pants are soaked, as are the pants they're wearing underneath (Rainbow's skintight pants, in other words, imagine whatever you want for Pinkie). The outside of their snow pants doesn't show any wetness though.

(If you want, you can alternately headcanon they're wearing diapers underneath)

One more early Hearth's Warming Eve present to those who like seeing Equestria Girls wetting themselves. (It made me feel a bit better too) Tagged suggestive for taking pleasure in deliberate wetting just to be safe, if it's, well, safe, let me know and I'll change it. I've got a few more saved up for later (an individual one each of Dashie and Pinkie).