Q:  Should highly active antiretroviral therapy be prescribed in critically ill HIV-infected patients during the ICU stay?

Answer: Yes

At least one study, looked into this question and found a lower death rate over 6 months in critically ill HIV-infected patients taking HAART during ICU stay.

Reference:

Agnes Meybeck, Lydie Lecomte, Michel Valette, Nicolas Van Grunderbeeck, Nicolas Boussekey, Arnaud Chiche, Hugues Georges, Yazdan Yazdanpanah and Olivier Leroy - Should highly active antiretroviral therapy be prescribed in critically ill HIV-infected patients during the ICU stay? A retrospective cohort study -  AIDS Research and Therapy 2012, 9:27