I had an earlier model (Gen 1) for years, and that usually meant that the hubs were auto-locked, and they didn't disengage, when you took it out of 4WD. It may mean something different for your model, but I'd just check the manual (if you have one).
A quick thing to try is to put it in 4WD, make sure it's all engaged, then switch back to 2WD.