I have read this as well - I think in the Ronin Rulings database (download from the Netrepâ„¢ Site).
Edit: You can read an excellent, clear and in-depth analysis of both these cards by downloading the ARRJ2 from netrep.net.
Same scenario - Your opponent used Snatch Steal to take your Jinzo.
1. If Snatch Steal disappears while Jinzo is face up (MST, Dust Tornado etc), then Jinzo comes back to you, the original owner.
2. If Jinzo is flipped face down by you or your opponent, Snatch Steal disappears as it now no longer has a valid target. The opponent keeps Jinzo, can flip it face-up and use it as his own monster. Of course, when Jinzo is destroyed, it goes back to the original owner's graveyard, like normal.
Wizit