First, yes they will stay locked if under load or bind from a turn. As soon as the bind goes away they will unlock. You can work the wheel back and forth to aid in them unlocking.
As for your front, make sure you are getting power to both sides (hubs locked and driving both wheels). Then make sure the gear ratios are the same in front and back. Sounds like you are only getting power to one side and the ratios are off causing a pull in the wheel.
You could also pull the rear drive shaft and run it on the front to see if the pull continues. If it goes away there is a mismatch in the ratios, if it still pulls there is somthing wrong in the front axle.
