It's not the GEM, the 2001-2003 Sport and 2001-2005 SportTrac are very similar to each other, the main difference is the SportTrac is a truck version basically of the Explorer Sport. They share a lot of common ground from the front bumper to the dash, to drive train components, etc. If you look behind your passenger kick panel you will see the 4x4 module, that is what has to do with the 4x4 controls for the electric transfer case. The 01-03, and 01-05 Sport/SportTrac 4x4 system is wired a bit differently than the traditional Explorer, instead of going through the GEM, it has it's own separate 4x4 module.
What exactly is wrong with your Sport, what are the symptoms, problems your having?