AWD cars have three diffs, front center and rear.
With a LSD in the center only (like 98-99, 02 RSs), you can still lose traction if any two DIAGONAL wheels lose grip. If you are high-centered diagonally, one front and one rear will spin freely.
With a LSD in the center and rear (like 00-01RSs, 02 WRX), you won't lose traction unless three wheels (both rears and one front) slip.
And yes, with three open diffs like an early Audi quattro, if a single wheel loses traction it will spin.