Yes, I've definitely heard of people twisting off U-joint yokes using 4WD on pavement. Always with oversized tires, and the off-road crowd.
You probably won't do that, but the fact remains that it is hard on the driveline components every time you do it. Whether you twist off a yoke or not, you are stressing the U-joints.
GM is the weakest of the front wheel drive trucks, but a friend of mine drove his Silverado 2500 home from vacation, about 300 miles, and did not notice he was in 4WD the entire time. If any damage was done he never found it. Highway miles, with few tight turns, is probably the least damaging. Manuevering around backing a trailer might be the worst. So it is not an absolute no-no, but you want to avoid it.