Yes you should replace all 4-tires on your AWD. It is also not good to not rotate your tires to let the fronts go bald and the rears have tread still on a AWD car. That can also do damage the transfer case. A LOT has changed since 1970 when you could change only one or two tires. The Jeep Grand Cherokee , mid 90`s, came out with a few that had AWD and no choice of choosing 2 or 4-WD and had to replace all 4 tires, then they went back to be able to choose the 4 WD option again.
So I would change all 4 and then keep up on your tire rotations, every 6000 to 8000 miles to keep them wearing evenly. I rotate mine every other oil change. Good Luck.