There are many times when you would want to. That is one of the advantages of a lever operated 4wd system. It stays where you leave it.Why would you want to keep it locked into 4WD ? It unlocks the rear wheels for fuel savings and automatically shifts to 4WD if it detects wheel slip. To keep it locked in 4WD will only cause higher fuel consumption and added wear to the drivetrain ! I only lock mine into 4WD when it is on the back roads when there is several inches of snow on the road.