These cars are part time 4wd, and should only be driven in 4wd with the hubs locked on a slippery surface. If you have been driving on dry surfaces in 42d, there is the chance you have damaged the transfer case.
Just confirm that this noise does not happen with the hubs unlocked (and the transfer case in 4wd). If that is the case, the next question would be if you have ever serviced the locking hubs, greased them, etc. and checked to see that they are locking fully.