ACR PLT EXPRESSED FRUSTRATION AT ATC'S FAILURE TO ACCOMMODATE REQUESTED AIRSPEED WHEN EXITING HOLDING FOR LNDG AT MKE.

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BECAUSE MKE APCH DIDN'T WANT TO ACCOMMODATE A SLIGHTLY FASTER SPD FROM US; ON OUR ARR IN MKE WE WERE TOLD THAT THE ACFT WERE HOLDING DUE TO RWY PLOWING; AND EXPECT TO HOLD. WE WERE ASSIGNED A HOLD AT OMOGE RWY 19R OUTER MARKER. AFTER INITIALLY MAINTAINING 210 KTS; DUE TO MODERATE ICING CONDITIONS; I DETERMINED THAT WE WOULD SLOW TO 190 DEGS AND CONFIGURE FOR FLAPS 12 DEGS FOR CONDITIONS. WE WERE THEN PULLED OUT OF THE HOLD AND VECTORED FOR THE APCH. APCH TOLD US TO MAINTAIN 170 KTS. I INQUIRED IF WE COULD HOLD 190 KTS; DUE TO THE MODERATE ICING. I FIGURED WITH THE CONDITIONS; 190 KTS WOULD BE BETTER UNTIL WE HAD TO CONFIGURE FOR THE FINAL APCH. I INQUIRED IF WE COULD HOLD 190 DEGS TO OMOGE; AND SHE SAID ONLY IF WE WOULD LIKE TO GO TO BAE AND HOLD; VERY TERSELY. I ASKED HER IF WE COULD EXTEND OUT THE DOWNWIND SLIGHTLY; THINKING THAT A LITTLE EXTRA ROOM BTWN US AND THE GUY IN FRONT OF US WOULD ALLOW US TO HOLD 190 KTS. SHE TOLD US NOT AN EXACT QUOTE; 'SIR; WE HAVE A LOT OF PLANES TO GET INTO MKE; SO IF YOU WOULD LIKE TO GO TO BAE AND HOLD; YOU CAN HOLD WHATEVER SPD YOU LIKE.' SHE WAS VERY SHORT; AND UNACCOMMODATING. AS I DID NOT WANT TO SPEND ANY MORE TIME IN THE ICING (AS WE HAD ALREADY BEEN HOLDING IN THE ICING FOR SOME TIME); GOING TO BAE WOULD NOT BE APPROPRIATE. I DETERMINED THAT THE ICING WAS NOT SUCH THAT WE COULDN'T SLOW TO 170 KTS; AND WE SLOWED AND CONFIGURED TO FLAPS 20 DEGS. I WAS THERE. WE CONFIGURED THE ACFT APPROPRIATELY FOR THE CONDITIONS. ATC COULD BE MORE ACCOMMODATING AND LESS CONFRONTATIONAL WHEN CREWS OPERATING IN CONTINUED ICING CONDITIONS MAKE REQUESTS. I COULD HAVE ALSO BEEN MORE FORCEFUL IN MY REQUEST; AND TOLD HER DUE TO OPS NECESSITY I NEEDED TO HOLD 190 KTS. I FEARED; HOWEVER; THAT THIS WOULD HAVE MEANT A TRIP TO BAE TO HOLD; WHICH WAS SOMETHING I DIDN'T WANT TO DO.