A true locker does unlock when going around a turn, a welded locker or spool can't do this. Most people don't weld or install a spool in the front for this reason.
A selectable locker like and ARB functions as an open differential when unlocked and a spool when locked which means that the two tires are forced to go the same speed 100% of the time. A locked ARB will feel exactly the same as a welded differential.
An automatic locker like a Detroit (or lunchbox lockers) never lock the two axles together and instead just don't allow either axle to go slower than the cross pin. This mechanism does allow one tire to overrun the differential when going around corners which is what make the classic lunchbox locker clicking noise.
For the OP:
It's expected that a welded differential in the front will have a significant impact on steering and I wouldn't necessarily expect it to steer equally well in both directions because I doubt the steering geometry has equal leverage in both directions.
If your hubs are locked the front tires are still being forced to turn at the same speed because there isn't any give in the differential. The only different 2wd vs. 4wd is in 2wd the front axle is being pushed (i.e. coasting) and in 4wd it is being driven by the front driveshaft. The bind in the axles between the tires is the same either way.
If your hubs are unlocked then the front tires are free to spin independently and if you are still having binding issues it seems that it would have to be an issue in the steering joints.
If you put it up on jack stands and you don't have a steering issue then it's likely that the primary issue is the welded differential not allowing the tires to turn at different speeds. If it still has the issue on jacks stands then it's something independent of the welded differential and related axle binding because the tires would not have any resistance.
What's your steering setup?
