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Did you try backing up to disengage it? Sometimes it gets bound up to the point it wont disengage right away so you need to pop it in reverse to relieve the pressure. It can even happen with the floor shifter.
I did back up, no more then about 10 maybe 15 feet. I have also selected 4x4 and tunred it off about 6 or more times since.. who knows.. but it is working now..
Well, on the electrical side of things, you can check out the ESOF relays, shift motor, wiring, etc. Check for loose or bad components.
Why not change out the fluid too? AFAIK, the stuff in mine was original (156k) and came out kinda brown. I'm not sure if low or dirty fluid would make shifting out of 4wd difficult.