As a note all the brands have some trouble ****ting ranges at some point. The Kiotis and others you often have to lift the front tires with the loader to get it out of 4wd.
The range change is an unsynchronised shift on this size of tractor, if you moved up to the larger kubotas or others with swing shift or power range shifting this problem dissappears.
It usually happens when at a dead stop and you try to change ranges, if you are slightly rolling or the clutch is dragging slightly there is never a problem. I've had it happen on Case's, internationals, Kubotas, Kiotis, Ford, New Holland, John Deeres, hmm, even a small Valtra I was on.