This is a misnomer, in some older 4x4's you had to do this because, the front locking hubs were disconnected from the drive axles, and the transfer case didn't spin the gears inside. This allowed the seals to dry up as it were., my 73 Int. Scout II had this warning label in the drivers visor. With the transfer case in 2 high, and the front hubs unlocked, the front diff and forward half of the transfer case wasn't spinning. This allowed the seals and bearing to not get any lubrication. It recommended that you drive at least mile a month with the transfer case and hubs locked in.
Since jeeps are a direct drive system along the front axle, it spins the drive line even though the drive gears are not engage to the torque gears in the transfer case. They do spin keeping the front seals lubricated when not engaged.