I had to think about this also.
In your case, where you have 4,000 LB on the front axle and 5,000 LB on the rear. When you pick up a load with the loader some of the weight from the rear transfers to the front axle. The more weight you lift with the loader, the more transfers. The loader lifting capacity is limited either by the capacity of the loader hydraulics, or by the ability to transfer weight from the rear axle, whichever is lower.
Assuming that the hydraulics is not the limit, when you get the the point where the rear wheels start to leave the ground the entire weight of the tractor, loader, and load in the bucket is resting on the front axle.
In your case this whould be 4,000 + 5,000 + bucket load. If you increase the weight of the rear axle, say by loading the tires or by adding wheel weights you can increase the lifting capacity of the loader before the wheels leave the ground. And then when that happens the front axle is still supporting the weight of the entire tractor and load. And in this case you are right in that adding additional weight does not change the way the weight transfers to the front axle. And, it will not REDUCE the load on the front axle, it only has the ability to INCREASE the load on the front axle.
However, if you add weight the the tractor to the rear of the rear axle it is a different story. Weight added to the rear of the rear axle actually reduces the weight on the front axle. Imagine that in your case you add enough weight the the rear of the rear axle such that your front axle load is reduced from 4,000 LB to 2,000 LB. You could then pick up more load with the loader and you are increasing the front axle from 2,000 LB instead of 4,000 LB. So, you can pick up more with the loader and stress the front axle less. Of course of you ever do pick up so much that you lift the rear of the tractor, even with the ballest, then all of the weight is again on the front axle.
Look at it like this, you have two opposed overhung loads, the rear
ballast, and the front loader. If you do it right, you lower the load on the front axle such that when you lift with the loader you don't increase the front axle load much more than it would have been without the loader at all.
I think the key here is to put enough weight past the rear axle so that you are assured that the loader hydraulics will be the limiting factor. This issue is more of a problem with CUT's, which typically have a high power to weight ratio, and shorter wheelbase, than with larger Ag tractors.
Regards