Why didn't Hummer go with 2WD w/selectable 4WD?

[aetherH3]

I'm curious as to why they decided to use an ALL-TIME 4 wheel drive system when they could have used a 2 wheel drive system for normal driving? It would increase gas mileage which would make the H3 more appealing to customers and also bring down the quotas (whatever its called) on the MPG ratings for GMs line up. After all, the H3 was built as a more efficient Hummer. It would also increase engine performance because of less drag. I imagine our H3s would be pretty peppy only having to turn two wheels instead of four. Not that I'm complaining, just wondering.