The lower gearing when you shifted into 4-lo kept you from spinning your wheels, so you managed to get unstuck.
BTW, nothing on your jeep transfers power to all 4 of your wheels unless you've installed traction devices of some sort in your axles (or you have a rubicon).
Your transfer case locks the front and rear axles together with regards to transfering power to the drivetrain, but unless you have a traction device in your axles, power gets transferred from one side of the axle to the other depending on traction.
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