No, I had to run mine like that most of last year. Put it in 4hi lock or it won't go anywhere, it will stay in that mode until you change it so you don't have to worry about it changing when you stop/start the truck.
However what I did was take a couple of the spare axles I had that seemed to be bad and pulled them apart to get the outer portion so that I could keep everything tightened up in the hubs. Since they are unit bearings I think you can probably get away without doing that, but it's better to err on the side of caution. If you don't have any spare axles (I'd loan you my stubs if you were closer) then you could go get some similar sized bolts, washers, and nuts and use those to apply the clamping pressure. I feel there is a reason GM spec's 191 lbs/ft torque on the stub axle nut, and it's probably not just to keep the axle itself in place.