you can drive on the road with your hubs locked - but NOT 4wd engaged - uses more fuel, and gives a heavy steering, but no damage will be done
you can drive on the road with your transfer case engaged (4H or 4L) - but NOT with hubs engaged - give you lower gearing for towing up big driveways or towing something really REALLY heavy
if you have driven on the road with BOTH hubs and transfer engaged - yes you can get "wind up" and yes"sometimes" it can be released by getting one side into / onto the dirt on the side of the road
but definitely DONT make a habit of it, as it will stress the gears inside the transfer, and the weakest part will break - in my case 12 teeth off the High range and 9 teeth off the Low range gears
Mr Nissan is telling you whats on the stickers, so you dont go off road, and forget to put the hubs in - and get bogged - and hate him for his product - thats all