De-icing is a two-fold thing. The first part is to loosen any current ice buildup on the wings before takeoff so that the profile of the wing isn't affected. This is mostly accomplished by the pressure and heat of the de-icing fluid being sprayed about.
The second part is to reduce the formation of new ice buildup on the wing. Planes have waited too long in queues for takeoff and crashed because new ice formed since the last de-icing. The fluids have a sticky nature, like a syrup, that forms a layer of anti-freeze on the wing for a period of time. De-icing fluids are rated by the holdover time of the layer, which ranges from 5 minutes to 80 minutes depending on conditions and fluid type.
The airline industry has learned harsh lessons in the past about icing conditions and even if that dry Colorado powder can blow off when the plane moves, some might melt on contact with the surface of the wing and then freeze again on a different, colder, part of the wing. Be thankful for that rule that forces de-icing, otherwise airlines and pilots might take a chance they shouldn't.
Have a look at the accident reports for Scandinavian Airlines Flight 751, China Eastern Airlines Flight 5210, Air Florida Flight 90, Air Ontario Flight 1363 and USAir Flight 405. Decisions made by pilots, especially when under time constraints, within existing rules at the time can be really dumb sometimes and results in new rules.