I was just saying that because one website dedicated to performance driving (read that 1 year ago, don't sue me if I'm wrong) was stipulating that the only time that locking up your wheels was more effective was on a wet surface or thick gravel (the tire tread was not mentioned). It got me confused but like you just said, just the fact that your car may not keep the same orientation (loss of control) as the direction is it heading with completely locked wheels, overcomes the safety of the very slight braking distance performance increase.
From what I understand, depending on tire tread, surface weather, and brake bias front/read are all variables affecting this graph maximum brake threshold.
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Note that tire slip is not proportional to the brake pressure applied on the wheel. One the static friction gives up, wheels will lock very easily.
Like for Imowface, there is snow 4-5months a year here and that gives a lot of practice occasions to "feel the car" and even tell which wheel is locking first. Its nice for some E-Brake drifting as well, even with a crappy FWD Saturn... but that's another story. 
well, don't forget, when you apply your brakes, you're using the friction from the brake pads/shoes to convert your kinetic energy into heat energy, and then the rotors shed that heat. for this to happen, you need the tires to continue turning until you're stopped.
once your tires are locked and not spinning anymore, now you're not converting that energy as efficiently.
one of the problems i used to see a lot when i towed, was that people in accidents, would simply slam the brake pedal. once the tires locked, so did they....they didn't know what to do next, which is somewhat frightening when it gets right down to it.
many many moons ago, when i still had my maverick, i was delivering pizzas in it. sitting at a traffic light, #3 in line, but i stopped short of the guy in front of me by about 6 feet. that 6 feet saved my life. i happened to glance in my mirror when i heard a noise i couldn't account for. there was a 70's era lincoln barreling down on me, coming straight at me, wheels locked, and turned all the way left(and yes i could see them). i cranked my wheel hard right, and hammered the throttle, and drove up the curb, next to the guy in front of me. this gave lincoln dude enough time to figure out he had to let go of the brake pedal to make the car turn. thankfully he missed everyone.
