Some presta valves have removable screw in valve cores, I've accidentally pulled them out when loose before (you can just screw them back in) but I've never snapped one.
https://flic.kr/p/2iSLNT3
I've bent the really thin bit attached to the nipple once before but bent it back reasonably straight and it was fine.
I pulled off the pump and off came the valve with it!
Are you sure you're actually snapping them and not just pulling the core out as Berger said?
if the core isn't screwed in fairly tight, some pumps can have a tenancy to take the core out with them when removing the pump head.
Also what tubes are you using? Ive found big brand ones like continental, Shwalbe etc. to be more reliable than the really cheap tubes in terms of rubber/build quality - maybe the valves in some cheaper ones are more prone to snapping when in the open position.
Ok they are twice the price or more but I've not had bother with them, so are cheaper in the long run. Although I've had continental tube before where the core wasn't screwed in very tight from new so worth checking it's nipped up.