It does that to prevent wheel slip.Here's what really bothers me about this mode though. When you put it in SPORT mode it automatically shifts to 4A sending power to the front EVEN ON THE INTERSTATE. To me, SPORT mode should just adjust the transmission or maybe even fuel to give more power/sportier feel. But Sport is actually an "offroad" mode I guess to Ford.
On my 22 if you put it in sport and put it in 2H I can break the rear tires loose. In 4A the front hubs engage somewhat so no loss of traction.
On the interstate it prioritizes rear tires with low transfer to front. It can adjust the amount of torque front axle gets in 4A.
4H (which I have in 22, but you don’t in 21) locks the center clutch packs as tight as it can to send equal power front and rear. You can engage a similar mode if you select sand or mud and ruts.
4L is the same as 4H, but with the 2 speed transfer case switching to higher numerical gear ratio.