When in 2wd, on most vehicles, only one rear tire is pushing the entire truck. When in 4wd there is still that one rear tire pushing plus one front tire pulling. The front and rear axles are not perfectly matched when it comes to ratios so you do infact get a little pushing and pulling and then when you turn it accentuates the differences. That is why 4wd should really only be used in slippery conditions.
Now, as lockers are added the issue gets even greater. Lock the front and rear axles up and the truck wont hardly turn at all.