Normal YES !!
The Transfer case has NO differential. Front and rear axles MUST travel the same distance or something has to slide, skid, hop to relieve the bind in the driveline. So when you turn and the rear axles turns a smaller radius than the front... it wants to push the front axle.
Will you break something driving on dry pavement in 4WD... NO !! The steering might not go where you point it. The tires WILL hop and SKID but Jeeps 4WD systems will not break in a parking lot. 4WD in a parking lot is a lot less stressful than 4WD on slick rock or granite.
The worst thing about 4WD on dry pavement is the steering, because the with rear axle pushing, the steering will not be "predictable". The Jeep will try to go in a straight line.... not good pulling into a narrow parking stall.
The only thing which gets extra wear with 4WD on dry pavement are the tires which skid and scuff off some rubber. The 4WD parts will not even notice the wee bit of extra stress.