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It shouldn't effect it with the hubs unlocked, because you are not turning the axles.
It should probably make it harder to turn when the hubs are engaged, whether the t-case is or not because you have added extra mass to move. Just like when you engage them with an open diff, the steering gets a little firmer. I would expect that you would see it get even more firmer.
No real world experience here, but just what I would expect to see.
Auburns are pretty tight, but other than in a situation where it is working (say, corning on ice, or you are really nailing the gas in a corner) you should be fine. I ran Powrloks in the front of one of mine (another really tight limited slip) and never really noticed it except in the above mentioned situations. The caveat that JB gave you regarding steering with hubs locked vs unlocked is dead on.
I run a Power-Loc in my D44 up front. With it ingauged and now having P.S. in my pickup I can fell a slight difference in stiffness and I can also feel the clutches pop if I bind it up. Really there is not much of a drastic difference at all between an open or loaded frontend. Not unless you don't have P.S.. Then be prepared to do some serious worken in getting that wheel turned.