In a straight line - yeah it's no problem. As they mentioned, for example, pulling a boat out of the ramp. You may not even get your tires wet, but you could use 4-low to help get some extra torque and get that boat out of there...in a straight line.
It's because the transfer cases in the JK's don't
act as a differential (I don't know what ratio of 4wd vehicles are like this, but if I had to guess I'd say it's most of them...I just know the JK's lol. But anyway...) If you're in 4-hi or 4-low, the transfer case is going to turn the front and rear driveshafts at the same rate, regardless of what direction you're heading (straight, turning, etc.).
Now think about when you turn - the outside tire follows a wider, longer line than the inside tire...it covers more ground. Hence the reason for limited slip differentials, spider gears, etc. The same idea applies to the axles themselves - the front and rear axles follow a different line when turning - one covers more ground than the other. This is where you can run into problems running in 4wd on pavement, even if it IS wet. The transfer case is pushing to turn both front and rear driveshafts at the same IDENTICAL rate, but when you turn one axle will be turning at a slightly slower rate than the other. THAT is where you can run into driveshaft problems - I've heard of some people snapping them running 4-high in the rain, on pavement.
General rule of thumb, I don't touch 4wd (high or low) unless I'm wheelin', or the road has to have ice or snow on it. Just rain? Keep it in 2wd. Not worth chancing a broken driveshaft. Sorry for the long winded description but I hope that adds a little more clarification, too
Best of luck with everything - you pick stuff up and learn every day!