When you turn the ESOF switch on the dash to 4x4, it does two things, one is to send a vacuum signal to the hubs to engage, the other is to send an electric signal to the transfercase to shift into 4 wheel drive.

If you put your hubs in the lock position but leave the dash switch in the 2 wheel drive position, the front axles and gears will be spinning but the transfercase is not engaged. So you will not be in 4 wheel drive until you turn the dash switch to 4wd high or 4wd low.