There is one limitation to 4X4 that you may have not realized.

When the center is locked on a tight turn the front tires have to go a longer distance than the rear tires, but are turning at the same average speed as the rear tires. This causes them to get pushed by the rear tires. Which is why you aren’t supposed to engage 4X4(part time) or lock (full time) when you are on dry pavement, something is likely to break. But in a situation where traction is minimal it could cause a skid to occur.

Btw, my CJ even in 4X4 is almost useless on ice, because the tires aren’t meant for ice.