Reduced gas milesage, all the front axle parts are spinning any time the front wheels turn. Pretty much like any new 4WD truck/SUV on the market right now. It is basicly like locking the hubs in and never unlocking them. Which is what a lot of people do anyway.
Biggest issue is the front driveshaft on my truck has a rather steep U-joint angle due to the 7° bushings that I need to get some caster in it. If I drive as speeds I get a nasty vibration from that. I have forgotten to unlock a hub once and took off down the highway.