Why was the Obscurus in Newt's case in Fantastic Beasts and Where to Find Them staying in a snowscape? All the other creatures were more or less in their natural environment.
I think it was a deliberate choice made by the director/writers rather than any hint as to the obscurus' origins.
In the movie we find out that they usually come about when a magical child represses or hides their abilities, usually becoming "infected" with an obscurus. These are children that are usually unaware of the magical community and are alone, left to deal with their abilities that don't possibly make sense.
When we see the obcurus in Newt case, it's in a solitary, cold, dark environ. These are physical manifestations of what it can feel to be alone, with no one to help you or guide you through what's happening.
It's a bleak environment because that's what the children infested usually experience.
The Obscurus that Newt obtained came from Sudan which has no icy/cold areas. As we know, the child will have surpressed their magical 'side' due to societal/family pressures, so my assumption is that Newt provided a completely alien environment for the Obscurial to feel comfortable in.
Any recollection it may have of its old life have been obscured with desolate snow.
The obscurus is or might still be dangerous, though missing its Obscurial
But we don't really know that, as Graves tells Newt, that there is no use of an Obscurus without its Obscurial when he sentences him in the ministry.
Still it is an uncontrollable force and therefor I guess, that Newt does not want it to roam freely.