The computer doesn't say anything. The question setter says "You are wrong" 😀

In my case, I didn't think carefully enough about the reasons:

tempdb can't have snapshots because it's rarely explicitly referenced and a read-only temporary area is pointless.

model is a template, so should be treated as read-only anyway (plus it's never referred to explicitly either).

master contains the description of the structure of all other databases (amongst other things), so a snapshot wouldn't work because it may not describe the structure correctly and hence would be unusable.

The other 3 are really just ordinary databases. Although msdb contains a lot of MS specific stuff such a scheduling info, it's really just an ordinary database.

I missed out on master 🙁

(... Waiting for someone more knowledgeable to correct me ... )