yeah.. If I ran out to my Jeep, threw it in 4Lo and locked the axles.... then tried to do a U-turn I would blow out both diffs.
The big difference is the transfercase. picture a 4:1 ratio. 4WD vehicles can put massive amounts of torque to the axles, and they cannot possibly be rated to withstand it. My axles can handle like 6000-8000ft lbs, but the transfercase and gearing can easily exceed 23000ftlbs..
to have axles big enough not to break would make the Jeep useless.
Twisted axles are pretty common
Busted driveshafts are rare. Usually the axles will blow before the DS