Here is a real life example why its a good practice to unlock the hubs...
I bought my first Jeep (a '47
CJ2a with a 327 Chebby engine) while in high school.
Soon after buying it, I had it across town with my older sister for a job we were involved in.
She had to run an errand, and the Willys was the only vehicle we had with us (yep I was using it as a DD then. Way too fun not to!). Well she wasn't real familiar with that old rig and somewhere along the trip she shifted the
Transfer Case into 4wd HI. Shouldn't have been a problem, but I had been out wheeling the night before and was to lazy to unlock the hubs like I should have. I got a call that the Jeep was making funny sounds and I had to find a ride home.
When I got home I did a quick test drive and the TC was about to blow up. Tore it out and found the center gear had eaten a hole in the top of the case due to gear bind (in 4wd on hard pavement with the hubs locked. Every turn and every foot traveled binds the gears up a little farther).
Cost me a new TC for a rig I had only a few days. I learned that taking the few seconds to unlock the hubs after a wheeling trip is good insurance, especially if there is a chance that the TC shifter might "magically" (her words) shift into 4wd when its not intended to...
I also learned that my Uncle, who restores old cars for a hobby, would have sold me a completely restored
CJ5 for about the same price we paid for the Willys.. Oh well, live and learn...