They stay locked if you're turning and they don't have enough traction, however, so even letting off the gas may not be enough if it's slick enough outside and you're in 4wd.
That said, my experience is with an Aussie-locked rear only. I just had it out over Thanksgiving in central PA where there was 4" of snow in the hills. Since hunting season was about to start, there was a lot of traffic on the back roads and the road surface was hard packed snow and ice with a huge steep dropoff on one side of the forwest service road I was on. In 2wd it handled pretty well and in 4wd, not going crazy on the gas, I had no issues whatsoever on the roads. I'm running minimal BFG AT's in 235/75-15 with good tread. Based on this experience, I'm very confident of the ability on the paved road. One thing I noted was that it was much easier to gain speed than to lose it, though. Much more control over acceleration than braking. My drums may need to be readjusted. . .
Ahh yeah I figured the detroit unlocked as well. Does it unlock better or something? no click? smoother? What is the benefit, really?
My aussies come with an 'unlimited tire size warranty', and that's quite the statement when it comes to a 'cheap' locker.
I don't have experience with the dual lockers in the snow yet, I just had the rear last year. I agree with the slowdown/speed up statement 100% - the locked axle drives straight much better, you can be doing 80mph on the highway and hit a patch of snow with one tire and you don't even notice it because the traction on the other tire keeps the 'snowed in' tire from spinning up. Going around corners is a little sketchy because as you said, it wont unlock unless there is sufficient traction on both tires... but it's manageable.
As for braking, when you step on the brakes the locked rear end is more likely to lock up because if ONE side locks, the other locks too and you have effectively no lateral traction on your rear end.. fishtail city.