When you're in 4hi or low, your transfer case "locks" the drive shafts together--they turn at the same rate at all times, no matter what. That means everything connected to and downstream of the drive shafts is also turning at the same rate--pinion, ring gear, axle shafts and thus, tires. The only time the tires gladly rotate at the same rate is when you're going perfectly straight. Any time you're turning, the outside wheel has to travel a larger distance (radius) than the inside tire--they are turning at different rates. So you're dealing with two immovable forces--locked transfer case (drive shafts turning at the same rate) and tires that have to move at different rates. The binding you feel is simply the difference between the two. To make up for that difference, the tire has to slip or something has to break--whatever takes less force is what will happen. IE, if the force required to break a steering u joint, inner axle shaft, or axle shaft u joint is less than the friction force between the tire and the ground, breakage will occur. That's why if you're gonna be in 4wd, you need to be on loose surface where the friction force between the tire and the ground is less so that difference can be allowed.
This system is what makes Jeeps so good off the road. It's simple and doesn't allow for drivetrain slippage. This is also why you can't make sharp turns when you have lots of traction and shouldn't be in 4wd when on the road.