That is a strange comment. 4wd works just fine in reverse.... BUT (there is always one of those...)
It's not a great idea to use reverse when forward gears are an option. For instance, don't try to do a recovery in reverse... The reason relates to the ring and pinion gears and how they are cut. They can be weaker on the coast side.... which is what is taking the load in reverse. Another reason is the front end takes much more load in reverse and the front diff and CV axles are much weaker than the solid rear...
Bottom line, reverse works fine in 4wd. Just don't use it the same way you use forward gears.... If you have the option.. Do all your heavy pulling and spinning... in forward gears.