An unlocked CDL is not desirable, as for an example, say you had your CDL unlocked & front & rear axle locked.
As above, front & rear axles are locked, with the centre diff unlocked. We have no traction (wheels spinning) on the back axle. All drive will follow the path of least resistance, so all drive will be directed by the transfer box to the rear axle (which has no grip).
Now, if you lock the transfer box, the drive will be split between front & rear axle (this makes the front & rear propshafts turn at the same rate). Hopefully you well get grip on at least one front wheel, & this will pull you out. If the front axle was unlocked, again as before, the drive will follow the path of least resistance, so if you've got a wheel in the air, you'll just spin that wheel.
Locking the front axle would then turn both wheels at the same rate irrespective of traction.
A full time 4 wheel drive with open diffs is basically a one wheel drive when you lose traction!
Having everything locked is great for pulling you out of a hole or a cross axle situation, but not very good for driving on a high traction surface.