GStockton has it right. It's good advice for any 4x4 with full time capability, even on plain road.
Compared with 2WD, 4WD spreads out the traction stress to all four wheels sothe differentials and drive shafts see only half (in round terms) of what the rear diff would if in 2WD. As (obvioulsy) the load is higher when towing, all the more reason to let the front diff and drive joints take some of the stress away from the rear diff and drive joints.
No point in having all that front diff mechanism spinning (as it always does anyway) without doing anything while the rear diff has to do all the work. For that reason I use 4WD all the time, towing or not.