Would you be willing to explain your thinking?
As far as I know the braking system is a mechanical hydraulic system with fixed front and rear pressure distribution* that would be unchanged by whether or not the center differential is mechanically locked inside the transfer case.
* I haven't looked closely to see if there is a mechanical load sensing proportioning valve that alters front to rear brake force distribution between front and rear based on cargo loads, but even if there is, it is irrelevant to this discussion.
I know this to be true from the defenders that I have owned previously, which have a near identical transmission. I can explain in theory as follows, (and next time we get some snow I'll go out and see if I can demonstrate in practise)
So when braking weight shifts forwards off the rear wheels and onto the front so if all things were equal the rear wheels would lock up very easily.
To counter this manufacturers fit much larger more powerful brakes to the front than the rear, the idea being that the fronts will lock up around the same time as the rear.
This brake bias attempts to get the maximum performance out of the brakes.
In practise the fronts are designed to nearly always lock up first as a front end lock up is much safer and easier to control than a rear end lockup. (imagine yanking on the handbrake)
All the above is optimised for asphalt surfaces. On a very low friction surface such as wet grass, mud or snow/ice the more powerful front brakes will always win out locking the front wheels well before the rears, on an old car with no ABS this will result in understeer, with ABS the system will activate. ABS gives better performance than a locked wheel and maintains handling, but the brakes are letting go and grabbing repeatedly, on low traction surfaces they have to let go a lot.
So the issue is on snow even light braking pressure will lock the front wheels and cause the ABS to kick in, at this point due to the brake bias the rear brakes are doing very little.
By locking the CDL the front axle can only lock up if the rear does too this is essentially sending some of the braking performance from the larger front brakes to the rear axle. Because the front axle can't lock as easily the ABS can spend more time in the grab position and less time letting go.. ( all of this happens many times a second )
If you have snow just now head out and try a straight line braking test from a low speed, maybe 30mph, with the CDL unlocked, and then repeat with it locked. compare the performance..