Rubbish. On a loose surface especially, it's best to add power. Power digs the tyres in and gives them more lateral grip. This applies to rally and snow.
Furthermore, say you are about to cross a puddle, with one pair of tyres (ie. left or right) or all tyres, what is the safest thing to do? Stabilize the car in neutral acceleration before crossing the puddle. If you lift off completely, you will be slowing down, however slightly.
This also applies to firm surfaces that are very slippery if you get into a slide. For example ice. If you lift off completely, there is a HUGE chance of spinning, because
a) your rear tyres are loaded with slowing down the car, however slightly
b) there is more load on the outside rear tyre, which while slowing the car down may cause some undesirable torque to rotate the car into a slide in the opposite direction once you correct the initial slide
c) there is weight transfer to the front because you lifted.
On road, again, based on the same principles, you should never lift off to more than neutral acceleration. In most instances, you wouldn't even need to do that though.