Here's what I think--
I know that for a lot of situations, it would be a
mistake for uke to let go--although grabs are
attacks, they quickly turn into uke's own self-
defense in the course of a lot of techniques.
If the wrist that is being grabbed is moving
towards uke's face or any other part of their
centerline, then to let go is to take that
energy quite directly. As I understand, a lot
if not all techniques make uke want to keep
holding on in this way.
Then there is the kind of technique (as I
understood it, shihonage is one of them) where
nage is holding uke's wrist rather soon in the
technique. Not the other way around..