Well assuming the vehicle is indeed going into 4wd when the vehicle is coasting, then the only reason that I can come up with as to why the vehicle is engaging 4wd during coast is that the gears are driving on the "coast" side.
This image will probably confuse you more than help but just look at the two upper-left pair:
Ring and pinion gears dont mesh "100%" per say, they have what is called "backlash" which allows some "play" in the gear mesh.
When your car is accelerating, the gears are meshing on the "drive" side of the teeth. But when the car is coasting, the gears are meshing on the "coast" side of the gear. Obviously, the distance the gears are able to rotate between "coast" and "drive" is measurable and that is called "backlash".
This backlash, allows the driveshaft to rotate X number of degrees between "drive" and "coast". This X number of degrees is also measurable by the speed sensors at the transfer case and when the rear axle finally switches from "drive" to "coast", that number of degree is what I believe is causing an early 4wd engagement problem.
See, during normal conditions (not in 4wd), the front axle never rides on its "drive" side because it is technically always coasting -- as in its not pulling the vehicle forward because the rear axle is doing all the pushing. So you see, with the front axle never being on the "drive" side of the gear, and the rear axle going from "drive" to "coast", then obviously we can see a small bit of rotational RPM speed between the two driveshafts which
might be kicking in the 4wd prematurely.
But of course this should not be happening so what could be causing this issue? Well maybe a rear pinion that needs to be looked at -- which is definitely not unheard of in the 2002+ Explorers with the independent rear suspension (IRS for short). A loose pinion (due to worn bearings or whatever) has A LOT of backlash as it wobbles around in the axle housing. This could also be due to a faulty sensor at the transfer case. Another reason could also be a set of tires that are not the same diameter -- in other words, you've been taking that right turn out of the grocery store parking lot way too quick and way too many times buddy boy!