I suspect the problem is not in the steering mechanism, and that your front wheels are turning when the steering wheel turns but the Gator itself doesn't turn.
The reason is that with the four drive wheels, they have to slide sideways to make a turn. On some ground materials, they have enough friction that they don't want to slip sideways, so you tend to go 'straight' for a ways.
A solution, IMO, is to alter the tire pressure and put a few more pounds in the front rears and a few less in the back rears. Maybe 12# in the front and 6# in the back.
It's the reason I went with the 4x2 Gator, as it doesn't tear up the turf as much as the 6x4 (although their is less turf tear with the altered tire pressure, so I hear).
If you want to put more air in the back rears, and less in the front rears, that should work too. I think you will still get the more comfortable ride.
In some conditions, some will remove a set of the rears to get more traction, such as when using a snow plow on the Gator 6x4, making it into a 4x2.