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.
No, the OP reports this problem while sitting still on gravel, in which case the speed difference does not exist. Steering geometry could still be the issue I suppose
