That is perfectly normal. Your front differential is driving your wheels at the same speed. When you turn your wheels and drive in a circle, the outer wheel is making a bigger circle, therefore it must spin faster. Something has to give. Either wheel to ground traction or gears. That is why you should not drive in 4wd on pavement. I don't like to make sharp turns in 4wd (even off-road). I would rather back up and go forward a couple of times than put that stress on the drivetrain. Happy 4-wheeling.