Back in the good olde day, the big 3 all build full time 4wd that had drive flanges in the front hubs instead of locking hubs. We drove the trucks for 1,000s of miles (even Canada was imperial then) at 60+mph without truck exploding under us. To best of my knowledge Jeep Wranglers still have u-joints in front axles and their unit bearing hubs are "locked in". <I will concede Ford's IFS has 1 more u-joint than the old/Jeep solid axles do, but angle on it during regular driving should be fairly low, so there shouldn't be much wear>.
Note: All '01+ Rangers run with front hubs locked in all the time.
Given the OEM emphasis on fuel mileage, the delta in drag has to be very small (or we would be seeing better mousetrap for locking front hubs).
Unlock them when you don't foresee a need for 4WD, lock'em when 4WD could provide insurance as then its only quick push of button/pull of lever.