The problem is, this would be the analogous setup with underground belts: the belt side of the underground/loader isn't facing another belt, it's facing the chest:
Loaders, like underground belts, actually have 8 rotation states: NSEW, and input/output. I'm not sure what you mean by "normal belt ghosts snap just fine."
Even when the belt-side/hood-side setup is correct, underground belts do not snap in the way you seem to expect:
If you want bots to build blueprints such that the belts connect properly, the entities in the blueprint all need to be oriented correctly.