I've had both 2X4 and 4X4 trucks. When I had a 2X4 trucks there were a few times I wished they were 4X4. Just needed that extra 2 wheels on wet muddy surfaces or snow. But when I've had 4X4 I've never wished any of them were 2X4.
When you get to wherever you're going if you have a 2X4 then you still have a 2X4. We like to do some off roads. Can't go to some of the places we've been in a 2X4. So we actually use the 4X4 for more than just pulling our 5er. You're not going to go to Mosquito Pass in a 2X4.
It's not a 'macho thing' as another has stated.