4x4 shifting

I have a GMC 1/2 ton truck,auto, with the 4x4 shift on the hump. GM manual says you can “shift on the fly” into, and out of 4hi at any speed below something like 40 mph.

When i do this i get a clashing noise like when you try to shift a a standard tranny without using the clutch.

Dealership says this normal.

I have been shifting the “old way”,stopping and then shifting. Other than that the 4x4 works just great,but the

manuals way to do it is just plain nerve wracking and i don’t want to trash the 4x4.

Any thoughts.

Thanks