I try to stay out of ABS, I like the feel and control of the car with threshold braking, car feels like an extension of my inputs. A lot of that connection is lost for me when in ABS.
Once in ABS, I consider it a useful tool for the moment, but it usually means I have botched something. This of course is specific to my driving style, others I run with use ABS a lot more than I do, and it works fine for them. However, at the end of the day, although we might run similar lap times, I tend to leave the track day with less abuse to my brakes. I don't fault the ABS directly for this difference, but probably the more aggressive braking style of one who is constantly in ABS. I guess take that for whatever it is worth.
Regarding the original question, agreed, generally once you are in ABS you have to follow through. However, there are times when I roll out of ABS and back to threshold, but it has to be the right situation when it is not going to compromise control of the car.