Yeah, start there. Make sure there is power to the solenoid is the first thing. Electronic actuators/solenoids go out all the time.
The reason I don't think you broke something expensive is without a counterweight, you are likely to break axle shafts, the axle housing itself, steering components, etc. as all the weight is on it. I move buckets of dirt all the time without a counterweight though, it's only when lifting heavy loads do I throw the blade on. A bucket of dry dirt isn't that heavy compared to the 4x5 concrete slabs I moved the other day
(Weight is of course not only the actual weight, but how far from the fulcrum... in this case the front axle. A bucket of dirt is centered what, 9" from the QA?)