The center diff lock doesn't mean that all 4 wheels are getting power, only that the front and rear axles are receiving equal power. Without locks in the front or rear diffs, those wheels are still free to spin independently of the other wheel on its axle.
It's fint to turn on a locked center diff as long as you are on a low-traction surface, like snow, mud, dirt roads, gravel, etc. You shouldn't have the center diff locked on high-traction surfaces like pavement.
My general rule is 2wd on pavement, locked center diff on dirt, and AWD/unlocked center diff in variable conditions (wet pavement, decaying/patchy paved roads, etc.) In dry conditions most dirt/gravel roads won't need 4wd but I pop into it anyway because the system wants to be exercised regularly and my daily driving is all paved.
Using the center diff lock is fine in 4HI as long as you are on a low-traction surface (as with 4LO)
