Could just be normal behavior of 4WD. My LC150 has similar binding feeling in 4WD that you describe, like its harder to move, and the engine makes more noise. Never had any problem in off-roading in 4WD mode.
Keep in mind that 4WD is only meant to be used part time while off-roading, unless your Mitsubishi L-200 is equipped with "Super Select" feature which only comes in higher trim levels, like Trojan.