for my tuppence,
no, you don't often need 4wd, crossing a Libyan sand sea recently I hardly ever used diff lock in my 90, but I am convinced I would have got stuck or bogged down much more often if I didn't have two driven axles to search for firm ground.
Although you don't perhaps need a lockable 4wd system in a car, 4wd vehicles perhaps tend to be built more appropriately for the terrain and for the demands you're going to ask of it.
Clearance, departure angles and sturdy suspension are important in some places, and most 2 wheel drives just arent built with that in mind. outright strength of the chassis is also important as well - Although old 405's can get a long way through a desert, the amount left broken in two littering the roadsides and pistes of Libya is amazing!
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