Normally, when you turn a corner, one rear wheel (the one on the outside, farthest from the radius point) spins faster than the other, because it has to cover more ground. It can do that when the differential is unlocked.
Also when unlocked, only one rear wheel at a time is propelling the machine.
When the differential is locked, both rear wheels drive the machine at the same rate. So when turning corners, the inside tire has to slip on the ground in order for the outside one to cover the ground it has to cover. The result is unnecessarily torn-up grass or ground, and a strain on the rear end.
The advantage is that both rear wheels propel the machine, so you have twice the traction. But you should only use it when you need it.
You should only lock the differential when you're pulling hard and/or when one rear wheel is slipping - or is likely to slip.
And NEVER have the differential locked on pavement or a similarly hard high-traction surface. The tires can't slip easily on non-icy pavement, so a locked differential puts a heck of a strain on the parts inside the rear end on those conditions.
Hope all that made sense!