The wheels are not actually locking up but locked together. Front and rear. When you turn the front wheels travel farther than the rear wheels and thats where you get the binding from. This is really hard on tcase chains and drivetrain. Do it as little as possible.
You'll notice a weird pull when engaged on dry pavement.Not good as you can damage the inner hubs and when you do start to spin the tires in mud or climbing a hill you'll notice one will start to chatter then you'll need to service the hubs.