My last truck was a Nissan Pathfinder. I currently have a Dodge Durango. My good friends have a Chevy Blazer, a Jeep Cherokee and a Toyota 4runner.
Each of these vehicles is normally two-wheel drive. When you switch into 4 wheel "Hi" mode, you can easily notice that the vehicle is in four wheel drive if you try to make a three-point turn on dry pavement because the "locked" hubs cause the axle speeds of the front tires to be too slow for the radius of a turn and the dry pavement doesn't allow any of the tires to slip unnoticed. You can easily feel the resistance, especially while turning sharp in reverse.
My coworker leased the exact same Ford Explorer with the full-time AWD. Oddly, the truck never does that tell-tale dry pavement dance when making sharp, slow three point turns. He and I did a little research and learned that Ford's AWD system is actually a "PART-TIME" system. In other words, the front hubs are not locked into the power train at all times. It's only when there is a noticeable slip of the rear axles that the system kicks power into the front axles.
The Ford system in theory should be like the Subaru system which is a true "Full-time" AWD system (floor a Subaru and all four tires burn rubber). Try flooring a Ford and the rear tires spin a bit but you can never burn rubber with all four tires.
What does all this mean? It's more a matter of what you prefer. It's not necessarily a bad thing. I just wish manufacturers were more clear on how their systems operate. The good news is that your 4-wheel LOW is the same as it is on any other vehicle.