Taming the lox should open up the saddle recipe, even if it doesn't lox can be moved by pushing them closer so they breed while feeding. Lox are excellent allies against any foes, and can be a real asset during invasions, especially "You Are Being Hunted" when one is attacked by wave after wave of wolves. Taming them early means by the time you can really use them you should have a decent sized cabinet of lox, not only to assist you during future invasion events, but as a source of reagents for Baked Lox Pie. There really is no downside to taming lox at any point in one's progression.

Having a large cabinet of lox near the Black Forest biome, will clearcut all the trees and shrubs, making hunting deer a breeze. Tamed lox will also kill deer. When I am in need of meat for my tamed wolves, I head to our lox island. This was an island with a small Plains biome, a small Swamp biome and a large Black Forest biome. It is now nearly void of any flora and is a great place to hunt deer. On many occasions the lox have already done most of the work for me, and all I have to do is pick up deer bits and parts laying about, not to mention a plethora of Greydwarf reagents.