How Things Work has the reason not to
The transfer case on a part-time four-wheel-drive system locks the front-axle driveshaft to the rear-axle driveshaft, so the wheels are forced to spin at the same speed. This requires that the tires slip when the car goes around a turn. Part-time systems like this should only be used in low -traction situations in which it is relatively easy for the tires to slip. On dry concrete, it is not easy for the tires to slip, so the four-wheel drive should be disengaged in order to avoid jerky turns and extra wear on the tires and drivetrain.
You also have to figure that your truck is tow rated with 2WD. If you engage 4WD, you are putting the transfer case and front differential into the picture. A lot of part time 4WD transfer cases use a drive chain to engage the front drive line. What the tow rating of than chain is, is anybody's guess.
Regards,
Carl L/LA
