This is a relatively common problem on these new Grand Cherokees. There is a TSB (Technical Service Bulletin) that Chrysler has released for this problem. THe TSB involves reprogramming the sofware in your FDCM (Final Drive Control Module). This is done with a scan tool at your local Jeep dealer.
If this does not fix it, it will most likely need a new actuator in your front differential, they also go bad all the time on these Jeeps.
I hope this helps! Let me know if you have any more questions!