Bjorn, if you were to abscond with an M621 axle, you would notice nothing. No decrease in mileage or any side effects other than when you flip the switch, both axle will be turning. Trying to turn with it locked will cause some grief and leave a far amount of rubber on the ground. This would be the same for any selectable locking differential. With a Detroit you will notice noises when cornering. If you corner under power it will probably not unlock depending on how much power is applied. Once you get to know the quirks of the Detroit, you really won't notice much outside the noise. Sometimes you just need to let off for a brief second when powering through a turn so that it will unlock. You shouldn't see any decreas in mileage once you get used to its feel and prevent it from locking unwantedly. It will differentiate just not under power. It will get you going with only one drive axle though. I see what you're thinking!
Here's a pic of the M621 axle and a shot if the inside.