This has always been the problem with locking hubs. You never know when’s a good time to lock them. You don’t want to stop the car on a cold snowey night and get out to lock them. You want them LOCKED before you need them. But knowing when that is is difficult.
The only downside in leaving the hubs locked is a little worse gas mileage.
You should only put the vehicle in 4wd when it’s needed. And you CANNOT put it in 4wd UNLESS the hubs are locked.
The auto locking hubs have been around since the early 80’s. Most if not ALL 4wd systems have that. And I think your vehicle actually came stock with auto locking hubs. A previous owner probably put them on to save gas mileage. They have been known to increase bas mileage by a small fraction when NOT in use. So you might be able to switch them BACK to the way they came from the factory.