Many people just don't get it...
There are only two positions you should be using for the way you described your driving, 2WD and AUTO. 2WD will save gas mileage and wear and tear on the driveline. Auto sets the driveline into all wheel drive. This is meant for better control on road and for inclement weather, such as wet pavement and snow.
Lock should never be used on-road as it will mess up your driveline in short order, especially if you have a manual (stick) transmission. The only time you would engage lock on road is if the road is so snow-covered that your tires are running on fresh snow and not even touching the road surface and auto just isn't helping. In this instance, it's just like driving on loose soil or sand where there isn't a prepared roadbed. If you are driving on hard-packed snow use Auto.
Here is a hint from a hardcore four-wheel-drive vehicle owner and builder: my jeeps are built up for serious offroading and in over fifty years of driving and playing off-road, even teaching my daughters to drive in mud fields before they were old enough to get their learners permits, the big point is you never use Lock except to get out of what the other options you have got you into.
If you are stuck, and you are in Lock, you now have to pay someone to get you out. That is unless the road is so bad with snow as I previously stated and you have no choice, in order to find away off the highway, to somewhere safe, to wait it out.
Bear in mind, my tires are four foot tall and made for stuff like this, I've even gotten phone calls from the local police during blizzards asking me to come pull squad cars out of ditches because of the way my jeeps are built, and the towing service they have a contract with won't come out.
We live on the shore of one of the Great Lakes, just below Canada, in the US, in the blizzard zone, and I don't mean Dairy Queen! Over stressing light equipment will damage it. Your car is light equipment, and driving on pavement in lock is putting extreme stress on it. Never admit to doing it to a dealer or authorized mechanic as it will void your warranty.