Disengaging the front axle is easiest while moving and gradually starting to slow so that the driveline isn't under load. For the same reason, it is preferable to disengage while traveling in a fairly straight line.
My Deere 955 has always been the same way and Deere advises that although it can be shifted in and out of FWA (Deere refers to it as front wheel assist instead of 4WD on their smaller tractors with unequal tire sizes front to rear) under speed and load, that shifting out of front wheel assist will be easier when the tractor is moving without heavy load on the driveline.
Rodger