Your front wheels really want to be turning at the same speed in 4WD. In a straight line they can do that nicely. As you turn, you are asking the wheel on the outside arc of the turn to cover a greater distance than the wheel on the inside of the turn, all while your tractor's shafts and gears are driving them both at the same speed. With the enhanced down-force and traction from a loaded bucket, they can not get the wheel slip they need make the turns without protesting. Ballast on the 3 pt. hitch arms acts as a lever that uses your rear axle as a fulcrum. The ballast on the hitch simultaneously adds down-force to the rear axle and takes weight off the front axle. This also transfers some of the driving strain from the front axle gears to the rear, and it allows the front tires to slip better in turns. If they are doing less work and able to slip better, your front axle and its gears will be happier and protest less in turns.
As an example, I have a very heavy box blade on the back of my 35hp tractor and I was able to dig into a pile of loose 23A limestone and grab full buckets in 2WD today. I used 2WD because I was traveling across about 200' of concrete in between the pile and where I was spreading it. Even though it was sprinkling rain, I had no problems with traction on the grass or dirt areas I was crossing either. It was all because of ballast on backside that kept my back wheels in charge of moving me, not the tractor brand, model, or features.