All-wheel connection bad ???

Hello, write here for the first time. I drive a Hyundai Santa Fe 2 (CM) 2.2 CRDi (Automatics) , was recently for inspection in Hyundai workshop. But for information in advance: I used to drive a Ford Explorer (USA Model) (Automatics).I was advised by another Exi driver to drive better with wet and in winter with four-wheeled access. Also the car is better on the road. I got used to that and drove almost day and night with four-wheel. in the Hyundai workshop with my current car it was said that I should NOT turn the four wheel ONLY when I drive into the terrain. WHY: the gearbox would suffer from it and the fuel consumption would be higher. I replied, however, that I am of the opinion that the car is “more solid, more stable” on the road, almost like on rails.The “nice” gentleman then said that this was only ONE EDUCATION. So, wah, I can believe. Does someone know exactly how the behavior is or should I know myself oh yes, the consumption is not less since I drive without four-wheel drive. Thank you already. Until then Su