Westbilly,
The manual for my B2400HSD says I should use 4x4 when on a dirt road. In addition, the brake pedals are to be locked together. It continues to state the reason for this... to permit 4 wheel braking. Remember, when going down any steep hill, 4x4 is necessary because the rear wheels will not apply brake forces properly. I must use 4x4 even when going down my driveway on a dry day. If I don't, the tractor will act like a pinewood derby car and run for the street.
See what your manual says.