I agree with Desertboy, my experience (admittedly limited) is that I am much less likely to skid on ice with the camper on than off the truck. I am much more worried winter driving an empty truck (especially a diesel with limited slip differential, which can easily spin unloaded tires off the line) than a loaded one.
Camper-specific issues I have experienced include heavily snow-laden branches will drop significantly and create unexpected overhead clearance issues, where in dry weather clearance is fine. I use steel snow chains (with 4WD, not very often) but have also seen the added camper weight demolish the cheapo all-plastic ones. Finally, changing a flat tire out in ice and snow is obviously a bit more challenging, on ice the jack will walk so take precautions.
In summary, I feel safer with the camper on rather than off in these conditions.