"Thanks to that differential between your axles, an AWD car will send your engine’s power down the path of least resistance—the wheel with the least grip. Where a two-wheel drive car can only choose between two wheels, an AWD system looks for that least resistance across all four wheels."
"4WD works by locking the front and rear axles together, splitting torque 50:50 between them. This provides great traction, but a vehicle locked in 4WD cannot safely be operated on dry pavement because its front and rear axles are forced to rotate at the same speeds."
I remember being scared when I bought my first 4wd vehicle, a '91 Toyota pickup. I knew I shouldn't have the wheels locked in 4wd on dry pavement, and I was worried about going from snowy roads to dry pavement. When I moved on to an Outback (AWD, not 4wd) I wondered why I didn't have to worry about transitioning between slippery roads and dry pavement. Now I understand.
There's also a great video from 1937(!) that shows why we need differentials, and how they work. Here's a direct link to the video if you're going to skip the article: