Figure 1. If you lock the steering axle brakes, the rig will move straight ahead regardless of the wheel angle.
Figure 2. If you lock the drive axles, the rig will jackknife.
Figure 3. If you lock the trailer
axles, you will get trailer swing.
Case 1. is the best situation although it's not really good, you can't steer.
Case 2. is very bad, you will jackknife sooner or later if you lock your drivers regardless of what your steering axle is doing- even if you have your steering wheels pointed straight ahead. Road crown or left/right imbalances will get you if you slide long enough.
Case 3. Like case 2., once you lock the brakes, you lose directional control at the axle, and sooner or later a sideways pull will develop that effects the directional stability of the vehicle.
The basic problem is that pneumatic tires only offer so much traction and if you use it all in braking, you haven't got any left to resist even slight lateral forces. If you can keep the axles from locking up, even 5% short of lock up, you can generally preserve directional stability and even some steering capability. But this can be hard to do without ABS, especially with unbalanced brakes or a poorly distributed load.
Bottom line: In an emergency situation-without ABS- you've got your choice of directional stability or maximum braking. If you dynamite the brakes you may lock some axles and get one of the problems listed above. Which axles, if any, lock depend on the condition of the brakes and the weight on each axle. Case 2. should be avoided at virtually all costs, if you jackknife you may rollover. Case 3 is a little better, it will take a little longer for trailer swing to get you into serious trouble, unless the trailer hits another vehicle when it swings out. Case 1. is the least dangerous, you can't steer much in a semi anyway. A hard steering maneuver will roll you.
Don't back off or disconnect the steering axle brakes! You need them bad when your bobtailed and even when your deadheaded or fully loaded they are important. Steering axle brakes provide about 12% of the total braking of a loaded vehicle and you need all the braking you can get.