a lot of vehicles have no disconnect on the front end, IE it is like driving around with locked hubs, with an open diff you probably will barely even notice. If you have a locker you will notice it more.
It may wear things out a bit faster (but doubtful it will be noticeable) but in general it really should not do any harm.
I usually lock the hubs on my trucks in november, and unlock them in april. Then only lock or unlock them when needed through out the summer months.