It's something learned. You are explicitly taught to do it if your vehicle does not have ABS. It prevents the wheels from locking up. ABS does the same thing, and does it much more effectively than a human ever could.
Preventing the wheels from locking up under hard braking is crucial to stopping when you have little traction. To provide traction on any surface _wheels must keep rolling._
When wheels are static their contact patch is effectively the size of a hockey puck, that little bit of rubber is not very good at stopping a car going 80MPH. Not compared to disc brakes w/ ceramic pads bleeding off all that energy, at any rate.
While I'm on the subject, I'll take this time to drop a PSA: on ice, where ABS is most helpful, the rubber of your all season tires is about the consistency of a hockey puck. -- Please invest in actual winter tires if you get regular snowfall.
(Also if you live in Texas: invest in a set of winter tires anyways and go have a blast when the streets are deserted.)
