My second ride out on my new 2006 F6 SnoPro and I had the same problem. It was a mild day, trails hadn't been groomed so we were averaging about 30-40 mph due to blown in drifts and my check engine light kept flashing. I had my cell phone with me so I called the dealer from where we were and they said it was over heating. I didn't understand it as there's a temperature light and why the heck wasn't that coming out. Well sure enough, when I got home I checked the owners manual and maybe if I looked through that first I would have known. Turns out when the engine starts to get too warm, the check engine light will flash first before the temperature light even comes on. As soon as I got out into the open and opened the sled up, the light went out and I never saw it again until later when I had to slow down for too long.
Even though they're liquid cooled machines, they still require the natural help from the snow and air to keep them cool.