AWD problems?

2012 rzr 800 standard. 2500 miles. We were out having some fun in the snow over the weekend and noticed something strange about the AWD. I would be trying to break through a decently deep drift and we would hardly be moving. My buddy said you need a diff lock in this thing cause this front wheel isnt spinning. I thought huh. mine wasn’t spinning either. When I let off the throttle, right as it almost came to a stop, you could feel the front grab, and it would go like crazy until I let off again. is this normal? I just changed the fluid in the diff after that trip and it was great. no water and still had a brown tint to it.