Because here in the Northeast, we have snow in the winter. The road often changes from dry to wet to partly snow covered to completely snow covered and back in just a 1/2 mile or so. If the road is wet or has some slush on it, and you need to start up fast to accelerate into a break in the traffic, with full-time 4WD you just punch it and the truck goes. Much less slipping and sliding than if you were in 2WD.
Furthermore, when you are on a completely snow covered road, a part-time 4WD provides worse traction than a full-time 4WD with Torsen center diff. On a part-time 4WD, the front and rear driveshafts turn at the same speed. But as you go around a corner, the front of the car takes a longer path than the rear. So if you are in 4WD with a part-time system, at least one tire is slipping.
In contrast, a full-time 4WD system with a Torsen center diff allows the front and rear driveshafts to rotate at different speeds. So you don't have that slipping when cornering in the snow.
