How dangerous is transfer case binding outside of paved roads?

I just bought my first 4wd car and I'm trying to figure out what's acceptable and what isn't. Manual states that 4WD should never be used on asphalt because there's no center diff which is completely understandable but what about non-paved roads? Dirt roads, packed gravel and such?
I was playing with it a dry grassy field and did some turns in 4WD low range that were definitely too tight for it's taste and the wheel definitely skipped.
I did them in 1st gear at idle RPM and I wasn't trying to push it but it has me concerned.

Is it something that should only be used in mud and snow or am I just overthinking it and as long as it isn't asphalt its okay?
I'm planning to stay on HT tyres it came with. I'm interested in off-highway driving on the weekends but not to the point where I will be plowing into a lake of mud.

I need to impregnate all females in Kivotos.