I am in and out of 4X4 a lot on dry concrete and pavement in my 2018. Anytime I park "Nose Down" on my steep driveway (say to unload something out of the bed because I own a 3500 for a reason or three) I put it into 4X4 as the rear wheels alone with the parking brake on has allowed other pickups to slowly slide down the driveway. It hangs up now and then in 4X4 requiring the usual shift to reverse, etc. to unbind it. It hops real good to remind me when turning it's hung in 4X4. I have the floor lever 4X4 that takes it as a suggestion to shift into 2WD...
You can break things, but, you got to try hard. The shop that did the engine on my 2003 had a RAM 2500 in with an exploded transfer case. It was stuck in 4X4 and the owner decided it was ok to hit the freeway on dry road at speeds of 75 MPH+ in this condition.

What's the worst that could happen missed the catch on fire from all the oil and fuel let loose as the dive shafts were no longer supported ... just by luck. The insurance deductible, if they even covered it, is way higher than a tow that most policies add for little money. And it had to be towed anyway after they broke their known malfunctioning pickup.
We have seen a lot of snapped axles, even on 2WD, when operators are trying to rock stuck things out of the oilfield mud. It's a known known that GM's Gov Bomb locking rear end can go off when it decides to lock. We did training to keep MPH and RPM low, IE throttle back, when spinning because the sudden traction at the bottom of the mud would bring the tire to a quick stop. At high RPM and sudden traction an axle would snap. This advice to keep RPM low is even in some owner's manuals.
I still recall changing out dried out grease and worn out auto locking hubs in a 1988 1/2T Suburban with dad. The front diff oil was a whitish color when we changed it. The broken part of the ring gear in the rear was a surprise when we pulled the cover to change the oil. Yeah, learned me then and there the cover ALWAYS needs to come off for an inspection when changing the diff oil vs. the suck it out and put new in.