All bets are off on the morons who think they're invincible, regardless of drivetrain (AWD, 4WD, FWD, RWD), vehicle (SUV or truck versus others) or tires (winter or all season).
I think it's much worse than this. Suv's and trucks have a higher centre of gravity, so there's bound to be more weight shift when initiating corners. Not to mention the effect of generally stiffer suspensions.
Then there's the drivetrain setup. The exact same physics behind why locked differentials must not be used on dry pavement, means that those same systems will tend to cause wheel slippage when cornering on slippery surfaces. This includes, to a lesser extent, limited slip systems. They all try to keep the wheels turning at the same speed, generally regardless of which side of the vehicle or which axle they're on. But when cornering, you want the wheels to turn at different speeds. On ice, you want them to turn freely at their different speeds, because that's when you have the best traction.
These systems are fantastic in a straight line, and good when cornering slow enough not to generate g-forces. But when cornering fast enough to put sideways forces on the tires, these systems will cause tire slippage. The "tighter" the system, the more slippage. The more wheels slipping, the greater the probability of losing control. Combine that with the weight shift issue.
But no one tells buyers of suv's and pickups about these things, because it's too complicated. So they add stability control systems to try to fix the problem. People who have suv's and pickups with locking center differentials but without stabilty control, should not lock the center diff for highway driving.
Think about all the vehicles you've seen upside down in ditches in bad weather. Mostly Suv's and pickups, right? And mostly on corners.
When I had a '91 Pathfinder, the thing actually scared me on slippery roads, and I drove slower than sedans, not faster.
Another issue is alignment. Any vehicle without perfect alignment is going to be skidding a bit all the time on ice or snow. This is vastly less stable than a vehicle that is not skidding any of its tires. Basically it's somewhat out of control even before things start to go wrong.
