Seems like you don't understand. What the lights say isn't always whats happening. There is NO WAY the power is going to only the front wheels, unless you've removed your rear drive shaft.
If you don't believe me, put the jeep up on jackstands or if you have access to a lift and get all four tires off the ground. Put it in 2wd and observe what the wheels are doing. now put it in 4wd and observe.