Unsure if this happens every single time, however I've made it to and won the Grand Final twice with Collingwood (Xbox One X), and both times as soon as the final siren goes off to end the fourth quarter... it suddenly begins hailing?
Fairly certain this is hail as it looks like a weather effect, and if it's replicating some sort of fan-fare... well I've never seen a game where the crowd pelts the field with small white balls before?