Yep. Find a straight road and pop it in if you can't go wheeling. Don't turn and you will have minimal driveline binding. It think it is mostly to exercise the actuators since the front diff and t case still spin internally.
When I'm in 4x4 and I want to go back to 2 wheel, it always gives me trouble. Even if I'm at a snails pase
Shift into 2wd while moving. Let off the throttle as well. No issues here.