That's completely normal.
You have differentials in the front and rear axles, allowing the tractor to turn easily. If one, or especially both, axles are locked up- not differentiating- the tractor would be very difficult to steer.
It isn't a lie, it's physics. For the tractor to turn, the inside front and rear tire covers less distance than the outside tires. Compound that with the front tires turned left or right- they travel a different distance than the respective rear tires. So, differentials are essential for easy operation.
And, to add to that, if traction is equal on both sides of the given axle, both tires will spin. So, it isn't that 4WD isn't 4WD- it's about available traction, and physics.
Consider this, for what it's worth. I have a 1975 GMC truck, full-time 4WD. For that to function, there is a differential in both axles, and the transfer case. Therefore, given the right circumstances, I have 1 wheel drive. If, for instance, the front tires are on ice, and rears are on something more solid, and one of the front tires has less traction than the other- then I have one wheel spinning, while in 4WD. It happens- when pushing snow, I have to put the truck in Hi Lock, to lock the differential in the transfer case.