As others have said, I would always unlock them for highway driving - Not because of any damage that may occur, but just to decrease fuel usage and driveline drag a little, and I mean a little ... it would be unlikely to add more than 0.1 Litres per Hundred. It is more keeping and getting up to speed in an old 4.2.....
If you are just tootling around on your property, just leave them locked all the time, so you can just throw it in 4wd when you need it.
I have driven across the country with the hubs locked, and I have also gone 4 wheeling with the hubs unlocked ..... you will have your moments too no doubt.
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