The purpose of rolling forward or backward a few feet is to free up any force or bind on the drivetrain so things can separate (disengage). Being stuck in the sand or mud is going to leave force or a bind in the system until you get the jeep to where it can free roll so to speak and the force or bind on the axles is freed up. I have had this happen a couple times in the past. Once the jeep was where it could roll and the system was not bound up, it disengaged. I could shift into 2wd but the front axle didn't disengage until there was no force on it. If you went outside in your yard or driveway and shifted it in and out of 4wd I bet everything works just fine now, (no bind on the system). A example of this would be parking a stickshift car on a hill with no Ebrake and trying to pull the shifter out of gear, its hard to because its all bound up, the shifter in this situation is your front axle, its bound up from being stuck and cant disengage yet. reread you post, Ive not had one completely lock up and not allow the jeep to move at all, that's odd and I would have no clue to whats going on there.