Assuming that things up front and mechanically sound (no torn CV boots or worn out parts), then no, should be able to drive all the time with the hubs locked. Only reason for the hubs is to be able to unlock them to reduce wear and tear on the front end components (when 4WD is not needed) and to reduce the drag for slightly better fuel economy.

So if you have a long drive to go hunting, best option would be to lock the hubs once you get close to the area. I do that when I go skiing, I'll drive to the base of the mountains w/ hubs unlocked, then when I gas up before heading into the mountains, I'll lock the hubs and if 4WD is needed, just pull back on the t-case shifter and keep going.