excellent question, my996duc1.
When you drive on dry pavement in the 4x4 mode all four wheels generally are getting excellent pavement traction. There is nothing - like water, wet road oils or loose gravel - that will allow the tire to slip on the pavement.
Because part-time 4x4 systems do not have a central differential or a viscus coupling like AWD vehicles do, differences in the rotational speed (RPMS) between the front axle and rear axle - caused by steering actions, tire wear or uneven inflation - creates torsional stress (called winding) in the differentials, driveshafts and transfer case gearing. When the winding stress builds up there is nothing in the drivetrain that can cause the winding stress to relieve itself.
As a result, something has to give at a weak point in the system. The result - at the least - is that a tire might break traction or the transfer case pops out of the 4x4 mode from the internal winding stress buildup. If you have tight fitting shift linkages, the stress might shear off a few teeth somewhere.
To further illustrate this, the British Army was using an amphibious 6x6 5-ton truck during the cold war called the Alvis Stalwart. The Alvis Stalwart had ONE differential driving the left and right set of wheels independently. This arrangement - which is worse that your Zuk's two differentials - went through hubs and gearboxes like poop through a goose! It got so bad that a service builletin was issued suggesting that, when driven any distance on dry pavement, the driver was supposed to regularly stop and drive over a curb to release the winding!
In conclusion:
Part-time 4wd on dry, smooth surfaces - BAD!
Part-time 4wd on slippery, rough surfaces GOOD!