Interesting question. Most makers warn against driving with the front axle engaged with the hubs unlocked, but I don't know why.
Many vehicles were made with solid drive flanges on the front axle, and locking hubs were an extra expense option. Some vehicles are difficult to get locking hubs for. If and when a production run is made, they're often a short run and it's a long time until the next run. Older Dodge 4x4's were this way for many years, especially the military half-tonners.
It does no harm to run around with the hubs locked and front drive disengaged for the short term. Over the longrun, though, you'll average worse gas mileage, and have increased wear and tear on the drive train components and tires.