I had the same question and researched it.
After reading about it, I decided that it is better to leave the car all wheel drive. I think it had something to do with lubrication not properly working when the rear axles are shut down. I think the consensus also was that it really didn't save any fuel.
You may want to double check that.
I think, also, in the manual, it says to not leave the fuse in longer than necessary (in, out) - 2WD no longer than absolutely needed.