Never have, even in snow or mud I will choose 4hi instead. And then go back to 2hi when on pavement, So I can't say about mileage, although I'm sure it will lessen it driving around in AWD or 4wd auto, the problem with doing so is if any of your tires is a few lbs lower than the rest of them, the tire circumference will be different, and the computer will interpret that as a wheel slipping and activate the transfer case accordingly, same thing if one or more of your tires is worn more than the others, and it doesn't have to be a lot either.
I've seen many a transfer case come in the shop overheated and with the clutch pack smoked because of it working all the time the vehicle is going down the road.
My 2011 AWD Sierra Denali gets about 14 around town and 19 on the highway. A truck in 2wd gets about 15 and 20 same basic conditions. I love the AWD because I live on a gravel driveway and you don't have to worry about starting to pull out and then spinning the tires when a car comes flying around the curve.
wife's new (2017) V-6 4Runner is AWD /4WD and it gets 20mpg ( it stays in AWD all the time ) -- my 2006 Tundra V-8 4WD gets 20mpg -- with the newer Toyota models, not enough difference in gas mileage,but higher$$ when purchasing a 4WD - the AWD will handle better, you will especially notice on curves ( no lean*) - highly recommend the Toyota vehicles