Yes, there's less traction with a full load on a 2wd backhoe, not nearly as much loss as an industrial loader tractor because the backhoe hangs so far back.
Another way to look at it is the 4wd is a fragile add on in most cases. It's one thing to keep your traction in sand, or be able to keep moving in slippery conditions, but if you don't have enough traction from the rear tires while loading on hard level ground then that kind of force is more than you want to demand from front wheel assist. Get a wheel loader.
If you're looking at the cheap end of the spectrum, there aren't any 4wd. If you're buying newer, there's not nearly the price difference, percentage wise anyway.