Frankly, I won't shidt into 4WD unless I'm going less than 10 mph, to save abuse on the t-case & axles. If you don't abuse it, it's less likely to break.
In most systems once you pull it into 4HI you still aren't actually in 4 wheel drive. To save the axle and t-case the abuse the hubs don't actually engage until you back off the gas and let it coast for a little bit.
Try it. Get yourself into a fishtail, rip back on your 4x4, and don't let off the gas, the front end doesn't engage and the fishtail doesn't stop. Once you let off that pedal for half a second or so though you feel the front axle lock in and you are good to go. My hubs are getting worn, so if the radio is off you can actually hear them click in.
The t-case uses a planetary gear set, just like an auto transmission, which is the same thing that makes an auto physically stronger than a manual. There isn't a great deal of need to be concerned about abusing the t-case by shifting in at speed since the front wheels are probably already moving anyway.
I usually don't shift in much above 25, but that is also the speed where I usually need it too. If I've gotten above 25 mph without the 4x4, I'm not gonna need it. If I'm gonna need it, I'll need it by 25.