Because the front axle doesn't have lock out hubs(it has spline caps) the front wheels turn the drive shaft. The front wheels don't receive power from the transfer case till air shift lever is switched and an air plunger turns on the front drive shaft output.
If you'd like to test this, pull the bolts out of the front axle's spline caps and drive around the block, I bet the shaft doesn't move.
I have a set spline caps that had the splines machined out. I install those while driving on the road and swap to stock caps when off roading.