My money would be on a torque steer problem. Do you still have normal open diffs front and rear? So that, even in 4x4 mode, you truly still only have two driven wheels? Power going out one side of the front axle during forward movement will exacerbate an issue caused by loose steering or suspension components, or an alignment issue.
Maybe it doesn't do it in 2wd because in that case the power is being applied at the rear. Farther from the faulty component, and the thrust angle is applied more evenly to the steering, so the effect is not noticeable.
My .02, anyway. :dunno:
--Chris