Lower gear ratios do help on hills, but, the MAIN reason, off road, is to have more torque at low speeds combined with more fine control in rock crawling.
In rocks, you are maneuvering more precisely, as an inch to far in either direction might be totally useless, so you need fine control...and, if you have a high ratio, your idle speed might be too fast to be moving at, but, be too low to get enough torque to overcome an obstacle...
...so you want higher rpm to get enough torque, but, not have to go too fast at that RPM.
Lockers are simply to overcome the open differential issue that occur off road. An open diff essentially powers the faster tire and lets the slower tire coast...which works GREAT when on a road, going around a corner, where it pushes the outside tire in the turn and coasts the inside tire. (Differentiation - what a "differential" does)
OFF road, one tire, if it slips or gets hung in mid air, goes faster than the other one...and, therefore, the one with the LEAST traction is spinning, and the one WITH traction, just sits there, laughing at you...instead of pushing you, etc.
A LOCKER locks the two sides together, so they turn in unison, even if you are going around a corner. That works great off road, and is OK ON the road, UNLESS you ARE going around a corner, because the outside tire CAN'T go faster than the inside tire....so the tires chirp and squeal etc as they gain/break traction around the turn. That's why they make some lockers selectable, meaning, you can turn them off when not needed, or automatic, so they allow some differentiation, etc.
The above are why off roaders like lower gears and lockers.
The skid plates that do come stock are typically fairly flimsy affairs compared to the 3/16" steel plate skids we get in the after market or fab up, etc.
Weight is not good for mpg...and, makers have to meet CORPORATE AVERAGE FUEL ECONOMY standards (CAFE), so having a ~ 500 lb frame, plus thick steel skid plates, makes it tough for a rugged body on frame, truck based SUV, to compete in fuel economy with a delicate unibody cute ute of the same dimensions.