No doubt, the torque steer (separate issue than "bump steer", which is from insufficient droop in the pitman arm) is something to get used to. And it is more pronounced in a shorty 40, but you just learn to modulate your right foot a little more carefully when turning. I have also had Lock Rights in a big pickup (HZJ75) and the one Ricardo is talking about is in my FJ60. The longer wheel base on those makes it almost imperceptible compared to a 40.
And I agree (somewhat) with Tim's suggestion to learn to drive open, as I did for many years before I put a lockers in my 40s. One of the main things that having that rear locker has done is be able to drive slower, at lower RPMs, which has got to help reduce the stress on everything. When you're open, momentum is a part of your tool kit for getting over and up stuff, far more than locked.
Don't worry about snow and ice. You will actually have more traction and control with your locked rear than you do open. There are a lot of instances where I don't even need 4x4.
Speaking of torque steer, I broke the long side rear axle in my HZJ75 on Poison Spider on a winter pre-run one year. Since it had a full floater and a Lock Right, I was able to finish the trail in 3 wheel drive and drive home on the highway in one wheel drive. Now THAT was torque steer!