I don't know about everyone else, but I do happen to use my 4-hi when driving at highway speeds (up to 65mph) when it is snowing, ice, etc. That's the only time I use 4-hi. When ever I am offroad, it is 4-lo (one of the down sides to a 4-cylinder engine).
What knifeboy2 indicated regarding using 4wd on dry pavement is correct. The axles rotate at slightly different ratios. This places a lot of stress on the driveline and can (in severe cases) bind the t-case, snap drive lines, etc.
All I was indicating was that to get out of 4-hi, I have to get the rig moving (say greater than 30 mph). As indicated, 4-lo is another story (the rig needs to move but not fast at all).
Hope this helps...