If you have a limited-slip or locking differential, don't do it. Yes, you can lock them in and drive a bit as the "maintenance" mentioned already, but with the traction aiding device you are either wearing out the clutches prematurely, or making the steering not happy if you have a locker.
If it's an open diff then it's no different than a stock Bronco. After all, the lockouts were an option from the factory at least in the beginning. Once gas prices started to rise and fuel economy was "a thing" to be noted, they probably became standard equipment at some point.
As said, you do put more wear and tear on things, but not more than you would have originally without the locking mechanism. The parts I would not want to wear out prematurely though, include the spindle bearings and the axle shaft u-joints. The gears can probably handle it no problem (they're not really under any load so to speak) but the bearings are going to need more maintenance or they're going to fail.
If you're diligent about it, and re-pack your wheel bearings and spindle bearings every 15k to 25k miles, or every year or three if you don't drive it regularly, then they'll be fine.
But I'd hate to add replacing them to my normal maintenance schedule if I didn't have to!
You need to run them locked so you don't have to get out in the snow? Or just want to run them locked because you want to run them locked?
If a snow kind of thing, just do it in the winter months. If you just want to do it because, don't.
Paul