I do not know about the new vehicles that have that newfangled electronic fly-on the-shift transfer cases, but my manual type will not allow engaging 4WD low unless I am at a complete stop. I cannot imaging coming to a complete stop on a road in order to to such a practice.
I have on rare occasions used 4WD low in 1st gear to descend some very steep gnarly back-woods roads... these are generally roads on which I was descending that days ago I was acceding and needed the grannies to get up. The ultra low ratios were necessary in order to keep control on narrow two-tracks that would not be good at all if I were to have gone over the side.