Traditional user-selectable 4WD systems found in trucks (typically) are designed to be engaged by the user – either via transfer case or by locking the center differential. When engaged, they require the front and rear axles to turn at the same rate. This is great off-road but taking turns on dry pavement results in drivetrain binding/tire skipping/scraping as the wheels try to turn at different speeds while the drivetrain fights it. Naturally this is a lot of stress that doesn’t need to happen and can result in anything between tire wear to something on the vehicle giving up. Same reason you should not drive around town with a differential locked. Great off-road when traction between the tires can vary, but horrible when they all have grip and you have to turn.
This isn’t necessarily applicable to ALL 4WD systems since some may be designed for permanent use and others may have an automatic mode.
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