It might seem insignificant. After all, it's just Peter going out into the snow for another day of adventures, this time with a friend. But that last sentence tells us several things. By including a friend this time, Keats is letting us know that Peter isn't just a solitary creature. He's old enough to make and maintain relationships and have unsupervised play dates.
And by specifying that this friend is a "friend from across the hall" (35), Keats is letting us in on a key fact of the setting. We've already established that Peter lives in a city, and now we know that he lives in an apartment building.
Finally, by ending with the phrase "they went out together into the deep, deep snow" (35), Keats wraps up the book with an image of friendship and peace which solidifies the overall tone of the book: gentle, quiet, and full of wonder.