This is a very good habit to get into. It certainly doesn't hurt anything and may help with your issue.
Basically when driving in 4L, the gears tend to bind up a little (on any 4X, not just the VX). Reversing allows the gears to release that built up tension.
Also, never ever drive on dry pavement in 4L (especially whilst turning). Switch back to 4H before getting back onto pavement.