My MY93 WRX import had no ABS. Although I never locked up under an emergency, I did have a couple of heartstopping moments. Considering the tiny fraction of UK driving that is done on fresh snow, disabling the ABS is pointless. If any car I owned had poor ABS, I'd either replace the car or upgrade the brakes.
IIRC, the Ur Quattro had a switch to turn of the ABS because the LSD was incompatible with the ABS - you could have one or the other on. Eventually this was overcome with later models with which you couldn't turn the ABS off anymore.
Wouldn't putting a dead fuse in the ABS slot cause the ABS light on the dash to come on? This could also put you on dodgy ground with the insurance in the event of a claim, I'd imagine. Also, I'd be amazed if removing the fuse didn't totally invalidate the insurance (if they found out).
I would also imagine it very difficult to get insurance on a car where you had removed the ABS system entirely.