In a ordinary open differential the wheels can turn at different rates around a corner. This is good.
When going down an even road with even traction an "open" differential can then apply even power to both wheels.
When off road however one wheel may have less traction than the other. The power will transfer to the wheel easiest to turn, less traction.
Imagine you had one side of your truck on the road, exclude the front for now, and the other side was on ice. Even though you have a wheel on the road with great traction, it's easier to turn the wheel on the ice and so you go no where.
That's a simplistic view.
A locker will LOCK both wheels together, so they turn at the same rate, and with the same power, regardless of conditions. This also means that taking a turn your tires can't spin at different speeds and so your tires will "hop".
Heres a video.
4x4 open/open can go a lot of places without lockers though. I wouldn't worry about it unless you find yourself wheeling a lot.
fitting an ARB air locker to our trucks will run you probably 1400???