2009 Chevy Tahoe Message of 4X4 service

Dear

I got 2009 Tahoe LTZ (4X4) with less than 30,000 km and have drove it in sandy dune on hight 4wd (third selction (2wd, Auto, 4Hwd and 4Lwd) for more than 15 minutes in very hot weather (at noon with over 45 c). I suddenly notice a message in the information centre in the dash saying (4X4 service) and when I return the key to 2wd (first selection) it did not return and the vehicle still running on the 4Hwd. I then park the car and switched it off for couple of minutes then start the engine again. ! The message disappear and the gear return back to 2wd. Is this a problems and need to be repain in the dealer or is it normal thing with such vehicles?

regards