Re: all wheel drive and buying tires
Like above, not an expert by any means, by IMO:
Mixing and matching tires is never the best of ideas on any drive system. The vehicle's dynamic stability assumes equal levels of grip at all four corners - mixing and matching tire tread pattern and wear can affect this balance, sometimes in negative ways. Will it mean that you will careen off the road if you have different tires...probably not, but, it will alter the way the car handles when compared how it was originally intended.
In the more specific case of AWD systems, your dealer is technically correct. Even if the tread depth is only a mm or two out, this will result in more wear on the transfer case (if front to back) or axles (if side to side). The amount of the wear, and whether it would ever pose a problem depends on how far off the circumference of the tires really are. Remember, a mm or two doesn't sound like a lot, but it can result in substantial differences in the rotations per mile each tire makes.
Another concern with altered tire size is in the effect it may have on the traction/stability control systems. Different tread depths can result in premature activation of the traction control system. I believe there are some members here who have experienced these issues.
So, the simple answer is yes, it is advisable to change all tires at once, and the above advice about rotating tires is the way to ensure you have to replace all tires at the same time.
From a practical stand point, it may be o.k. just to replace the tires that need it, but it's hard to tell ahead of time.