I can think of 2 occasions when my ABS saved my car from getting totalled. I got caught in a bit of snow last week, going down a slight hill in 2nd gear with my foot off the gas, the rear tires started to slide (from engine brake) and the car went sideways. So I put it in neutral and with the ABS i was able to steer it straight again. If my brakes would have locked-up I sure as hell would have ended-up backwards and would have deffinetly hit 2 or 3 cars at the bottom of the hill. The other time I was coming out of a gas station and there was a bit of ice at the end, and my ABS kicked-in. I would have slid into lots of oncomming traffic should my wheels have locked-up.
Anyways, don't pull the fuse. Sounds like its working like it should.