I'm amazed a lot of people never think of doing that. I've done that with an automatic tranny just to take the stress off the tranny while backing. And when I tell people, that think I'm crazy until I explain to them that I don't lock in the hubs, I just use the gear reduction in the low side of the transfer case. And, I wouldn't be opposed to do it with auto hubs if there's very little turning involved, and on gravel.
I don't know why people don't think about it either John. I've done it for years. I do it with my manual trans. Keeps from slipping the clutch so much, especially with a solid flywheel and upgraded clutch, you get a lot of shaking.