In the GH mileage database, the difference in mileage for the HH between 2WD and 4WD is not significant (even though it is ever so slightly higher for the 4WD). This may be for any of a number of incidental reasons, including locations, driving habits etc... For the FEH however, the difference in the GH database is significant, and the 4WD mileage is less than the 2WD mileage. This supports the contention that 4WD comes with a mileage penalty, which makes sense from an engineering perspective.
with 4WD, you have greater mass to accelerate/decelerate, and you have greater rotating masses as well, which sucks up more gas too (drive shafts and E-motor rotor, minimally). The regenerative braking argument does not convince me unless the changeover from e-brake to mechanical brake comes at a higher decel rate for the dual motor than for the single motor system, but I don't find that likely. Plus, the regen braking only contributes a very small part to the overall efficiency of the HSD, a much more significant part is the operation of the ICE under higher thermodynamic efficiency due to optimal engine loading.
Bottom line I would expect a 4WD Prius to be noticeably less efficient than a 2WD Prius. Personally, I don't see the point and would not be interested, although I could see how folks living in snow and ice territory coudl benefit from 4WD even at a mileage penalty.
