You FJ is very new and haven't been broken in yet so there might be some idiosyncrasies. I think once its a little more used it'll be easier to engage.
4WD should only engaged in dirt or loose terrain. You can damage your FJ driving in 4WD (auto) on the street. Typo much stress due to the available traction. This is just one time so you're most likely OK. Glade it worked for you.