I read somewhere that said lockers weren't so good in the snow, unless it was a selectable locker like a ARB.
I believe what you read is that for on-road driving at normal speeds having an "always on" locker could be dangerous if one tire has good traction (pavement) and the other dose not (patch of snow or ice). Additionally, many states lay down salt or sand to prevent ice from forming, which may pose additional traction complications for vehicles with "always on" lockers.
But for snow
wheeling, traction is king; If you don't have it, you ain't moving. You don't have to be locked to go snow wheeling, but you won't get very far in the snow open-open and you're spend most of your time trying to get unstuck.
There will be 101 responses to this thread, so I'll share what I think is very important regarding tires.
One key factor for success in snow is having a large tire patch or footprint. This is achieved by using wider than stock tires and/or airing down tires to increase sidewall bulge. One thing you really need to be aware of is that with low tire pressures and stiff, cold tire rubber, it is very easy for the beads of the tire to detach from the rim causing most air pressure to leak out and ultimately the tire falling off the rim.
If this happens to you on your first trip while you are not prepared, then you will curse the snow gods and your trip will be very unpleasant.
So always go prepared with a good spare tire and if you don't have beadlocks then don't run anything less than 10 or 12 psi. As much as you'd like to run 5 or 6 psi, don't do it. Even if you can do that in the summer time for Rock Crawling, remember tire rubber is very cold and stiff in the snow, and since momentum and inertia are key to maintaining forward progress, it doesn't take much for you to loose an under-inflated tire.
BigMike