For dirt/gravel it's very easy to test and prove to yourself. Find a large patch of gravel (somewhere where you can play!).
Vehicle in 2wd, turn the wheel full lock, floor it. See what happens.
Now do the same in 4wd, you will see the results in vehicle control is completely different. In 4wd you will get a sideways drift, in 2wd it will just be plainly out of control.
When I still drove the Paj petrol and had speed
I use to only use 4wd on dirt, and going through corners you could really floor it.
One of our members here, Ralph, will be able to really give much more info!