96 GMC Sonoma 4WD engagement

I have a 1996 GMC sonoma with 4WD. It has the push button that engages the 4WD.
When I press the button, I hear the clicking and the 4WD engages for a
second. Now, If I keep the truck under power, the 4wd stays engaged, but when I let off the throttle, I hear and feel the 4WD dis-engage.
Any ideas?
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