I believe steering is easier in 4wd. I had a bucket of septic stone for ballasting my 3ph forks. I was on asphalt and remembered 4wd on pavement isn't good. I switched to 2wd and found I had to put a lot more arm into the steering.
I also think that using 4wd is easier on the loader. I probably instinctively go into a pile at greater speed if I think the wheels will slip. I believe that good technique is to ease into a pile, curl up the bucket and lift the boom--almost as a single motion. I gained some experience, and now don't bang into the pile much, and I do use 2wd for loose material sometimes.