When you're stuck in 4WD you're twice as stuck (hope I'm not repeating that cliche that someone else posted pages ago). And when you're upside down in 4WD you just feel stupid--if you're conscious.
I like the way that the wheels of an AWD car stop spinning when you get high centered. No fun trying to back out of my garage before the plow gets there, getting stuck, not being able to drive back into the garage, and having to shovel the snow out from under the car lying on my belly.
I think that's why a lot of cars now, including many SUV's, are technically AWD by default / automation and for true 4-WD you have to lock it in with a separate button or switch. At least that's my interpretation, I'm no car expert, but that's how my Honda Pilot works.