Snapshots do not store or recall the EXP 1 and 2 assignment. So when you engage the Toe Switch, the onboard pedal switches between EXP 1 and EXP 2 assignment, but Snapshots do not account for that since they only store the Wah or Volume blocks On/Off bypass state.
There is a workaround however. You can connect a pedal to Helix's EXP 2 jack (or even just a dummy 1/4 plug in the jack) that forces the onboard pedal to remain always as EXP 1, thus it won't change and the Snapshots are recalled as expected.
Edited by Line6Will