The 2005 Escape model introduced a new 4WD system called the "Intelligent"-but some users refer to it as different name- which is made by JTEK corporation. The 2004 Escape vehicles and older utilized a 4WD system made by Dana Corporation. The newest system is "computer" controlled and completely different software and hardware than the 2004 and older vehicles. Pulling the fuse is the easiest and cheapist method of doing what you desire. That said, do not expect much in improvement with MPG with this modification.
JTEK seems to have got the pavement part down to a science, and not too bad in the dirt. a little slippage here and there or hesitation at times. Over all in my opinion it's a great SUV set, up. On the other hand if I had the $$ I'd do a little mod the the Great Greek shared with us in an earlier thread. but too spendy for what I use my rig for..