I think it does depend on what your set-up is, and what time parents are picking up. If I had a bunch of 4pm pick-ups it probably wouldn't work for us to go out after snack.
As it is, we tend to do a short outside playtime in the morning, after snack (so around 10ish). Then we go out after the afternoon snack, around 4ish. I have all the bags, etc at the front door ready to go. Since there is very often someone else out with us, like my hubby or oldest son, I often walk with the parents to the door. Or I will bring all the belongings and the sign-out sheet out with us.
I love being outside playing when parents pick up. It just looks good, you know? See, I promise you that I don't just park your kid in front of the TV!