if your truck has auto hubs, that is most likely the reason. most auto hubs are friction/load sensing and after shifting back into 2wd, most have to be driven in reverse for about 30ft or so to take the load off and let them unlock. you should do this each time you go back to 2wd after using your 4wd.
with manual hubs, you are releasing (or disengaging) the load on them by turning the selector on each one. those have no issues like you are describing, unless they're malfunctioning or failing. you might want to consider switching to manual hubs, if that is an option for you, as they are stronger and much less prone to failure. and if you do, it is worth the extra money to get the 'WARN' brand.
just my $.02.