In Forza 2, turning off ABS forces you to learn the exact limit of your available traction and therefore teaches when and how much to brake going into a given corner. In the long run this makes you a more-skilled and faster driver. Since there are no RL consequences to a trip off the tarmac and into the dirt/grass and/or wall it's actually worth it IMO to suffer through the initial adjustment period and the eventual occasional misjudging of a turn as the end result is that you will be better at the game.
I agree with you that you'll be a better driver in F2 in the long run if you disable ABS. The problem is that as you go through career mode you drive many different cars with wildly varying tire/brake/brake pressures . So the point of lock-up is different almost for every single race, which significantly increases the difficulty of driving wihtout ABS, IMO.
Once you start playing online you usually only have a few cars in each class for the various tracks and fine tuning brakes (amongst other things) is much more manageable, - or even necessary.
Cheers