You can just unlock them but until you drive in the opposite direction for about 10 feet they're going to remain engaged as they remain under tension, yep same for auto hubs as well. Until you reverse direction from whatever way you were going when you shifted out of 4WD you'll have to backup a few feet for the hubs to disengage manual or automatic hubs, doesn't matter, still have to backup a little bit especially if you were under load when you stopped and shifted out of 4WD or if you were moving and shifted out of 4WD. The springs won't release the hub engagement until the tension is off the hubs, so backing up is the way to get them released. If its cold it may take a bit longer to get them to disengage, mostly the auto locking hubs, the manual hubs seem to disengage within a few feet of driving forward or backward, occasionally they'll disengage when you turn the hub lock back to free if you've been driving in 2WD for a while.
I've had the hubs engaged several times from about November through March or occasionally April. Doesn't hurt anything. And the manual for many vehicles says to run your vehicle with 4WD engaged every so often to keep things lubricated, not much of an issue with today's live axle vehicles or AWD vehicles, but with the old school manual 4WD systems its a good thing to do occasionally to run them in 4WD for a few miles...You can do it on the highway as long as you aren't trying to make sharp turns.
Yep these little Bronco 2's do quite well in snow, love mine in the winter...and up until this winter I haven't used the 4WD in mine much maybe 2-3 times since I've had it, yep I think about 2015 or 2016 is when I got this Bronco 2.