Do you have a loader? If so, use the loader to raise the front wheels off the ground and it should come out of 4wd easily. It's common to have driveline windup when 4wd is engaged. It's like the driveshaft becomes a wound up spring. That's due to the front tires rolling at slightly different speeds than the rears or turning while in 4wd. Some people are able to get the windup out by turning hard from side to side while backing slowly, but lifting the front end with the loader works every time. This is nothing wrong with your tractor. All 4wd tractors with manual shift have the same problem as does my Kawasaki 4wd Mule. It's frustrating, but normal.