I agree it's important. Whenever I get a new car or significantly different set of tires, i'll find a deserted parking lot after a good dusting of snow to learn the car's tendencies.
If you're worried you'll get caught, there are winter driving training sessions on closed road courses pretty readily available.
As with anything else covered in the HTA, the law doesn't want to let the average joe decide when and where it is safe to do such things in your vehicle. You know that for every 4-5 people doing this safely in a wide open space with nothing in the way that there is another guy out there doing this and slamming into parked cars, light poles or even people.