Thanks for your answers.
Yes I have read that 4WD was not recomended on pavement. As Blastek, said, it will be very pleasant to drive the JK in Europe, the tropical storm are not very common here Jeeperz Creeperz. However I am glad that you post this, since there are some road or let's say Highways in the mountain, south of France, very slipery in winter, with curve and curve for 300 Kilometers, strong winds, and strong rains/ hail. I am not a crazy driver and prefer to go slowly, but sometimes even at 50 miles/hour you cannot get any adherence from a usual car ( 2WD city car for example). I was driving with a Volkswagen Golf last days, and almost had to stop, because of the wet runway. So yes I thought that using 4WD would increase efficiency of the tires, and increase security adherence, is that wrong?