No you dont Graeme.
I have a LWB Citation (Manual).
And whether you have manual or auto you can change into 4WD at up to 53mph driving along. You dont have to turn the wheel either. Believe me, where I live (tiny Devon country lanes) you have to go in and out of 4WD every time you meet Farmer Giles coming the other way towing his haywain (or whatever it is).
You just stab the 4WD button, get yourself off the tarmac, let FG pass, flick back out onto the tarmac and stab 4WD again. Small portion of urine!