It is obvious you are not familiar with how the 4WD system works. What you experienced is perfectly normal. When it is in 4WD, the front and rear drives are locked together because there is no differential between them. When you turn in 4WD the front and rear drives start to bind because they are going at different speeds. The sharper you turn the more they bind. They only way it can keep going is making the tires slip. Being in 4WD on a high traction surface can damage the drive system due to the increased strain. 4WD should only be used on low traction surfaces.
AWD systems do not have this problem but don't work as well off-road either.
2002 FX4 Bright Red Supercab 4.0 SOHC, manual 5-spd & Tcase, 33" BFG MTs, K&N air filter, Modified air box inlet, Gibson SS cat. back exhaust, Bama flash, Hidden Hitch round receiver, Rear helper air springs, Electric trailer brake controller, Line-X bed liner, WAAG bar with KC lights and Wildernest shell.