If you drive like a dick in the winter in a cup, you'll die. The ABS and ESP keep you alive a fraction longer.
In honesty, I wouldn't get one unless you are an experienced driver. I mean at least 50,000 miles with a few winters thrown in.
I tested the theory out re some insurers refusing cover and was quite shocked. I changed car from trophy to full fat to 172 full fat to 172 cup. Premiums changed a bit (Trophy is a group 17) but when I got to the cup, I started getting declines! For reference, I'm in my 30's, no at fault claims (2 collisions, other party at fault, full recovery made), 5+ years protected no claims, no points (touch wood) not too bad a postcode, why should I get a decline on a quote for a 172 cup when I can get cover for an RS4? (long story, don't ask)
Cup is a storming little car, but a little more unforgiving, be careful and make sure you can get cover, there are a lot of them binned when the nights draw in.