Seems to be typical on my Jeep. To go to 4WD (Full Time) I drive in a straight line going through Part to Full. Then to go back to 2WD what I do is drive in a straight line moving from Full to Part to 2WD then accel, let off, accel, let off, accel, let off, then somewhere in all that I'll hear a click/feel a click through the 4WD lever and know I'm good.
If I don't get that click then the slightest turn, I mean the slightest, it's tires squealing and chirping, steering wheel being yanked out of my hands, kinda almost feels like I'm riding a bull and it really wants me off, since some days it will make the suspension arch up like a pissed off cat. I dunno if this is normal but if it's not it's out of my budget so I stay away from it.