I've done it, bored in traffic on the freeway, just to chirp the tires

but I don't know of any problems that it could cause, the stub shafts
would turn in the hubs a little but other than that

what could it hurt
As far as gears turning, all of the low range, t-case chain front shaft and diff
gears are all moving when in 4wd low, regardless if the hubs are locked in or not
Wild