The ESP doesn't have to do with the brakes, but with the engine power to the wheels. Basically, if the vehicle detects one of the wheels is over-spinning relative to the others (as would happen if it hit some ice), then it would cut engine power to that wheel. Useful for regular driving, but not so great if you're stuck and trying to get out, or are off-roading. Jeep recommends turning it off in those situations.
I don't really know what the issue is with your vehicle, though. I've braked hard on snow before and felt the brakes clamp on and off a few times in quick succession, presumably in response to the wheels locking and slipping, but I didn't have any issues with vehicle control.