We can shut off traction control in the MKS. And here is where it gets confusing: When I turn traction back on, it indicates (Advance Trac On)...or something like that. But I never get a message that indicates "Advance Trac Off" when I turn traction off. So this winter I tried it in the snow - traction was definitely OFF, but Advance Trac kicked in when I kicked the tail end out - so at least on my car, there is no way to shut off Advance Trac even though the message "Advance Trac On" gave me hope that it had been OFF at some point before.

BUT like DRI indicated, only reason I would do that is to play in the snow.
Further confusion, after getting my LMS tune, I now do have a "Sport Mode" - did not have it before and it is there ONLY with the tune installed. I uninstall the tune, go back to stock, the Sport mode disappears. I think Bruce got the same feature in his MKS after getting the tune. For no explanation, some get it when they load the tune, some don't. I basically throw the car into M mode, and instead of an "M" on the dash, I get a little car on a slant icon and it drives and shifts in an aggressive Sport mode until you hit a paddle shifter - then you are in Manual mode....Sport mode locks out 6th gear too in the MKS, so not a great everyday tool for me. Honestly it seems like more of a towing mode or hill assist mode, but a very long thread on the issue hasd everybody calling it Sport mode, so that's what I call it.