Do you completely stop when engaging 4×4?

I have searched and I am sure this info is out there but I did not find a definite answer. Do you completely stop when engaging 4×4? I know the manual says to completely stop but it talks more about safety issues. On my Honda Rubicon I have shifted in and out of 4×4 on the fly for 10 years with no issues. I am finding on my new 550 that out of habit I am not always completely stopped and is shifts fine. I am not talking about high speed shifting mainly 5-10 mph or so under no load conditions. Am I damaging anything?