They have power transmission to all the four wheels where as in normal car the power transmitted to the rear wheels only. As SUVs involve in reaces, there are more chances for the SUV getting stuck with the rear wheels in mud, pit etc... Since power can be transmitted to all the wheels, the front wheels will come in handy in pulling the vehicle outside the pit. The same goes when front wheels get stuck, the rear wheels will be helpful. Now a days, i think this feature is made available for normal cars also...
Picture courtesy:http://www.carbreak.co.uk/
