Spread your fingers apart and place your fingertips together with your forearms making a strait, continuous line. Rotate one hand and your fingers will "mesh" or fall into the space your other fingers have in between them. Now your hands are locked. Notice if both forearms were spinning at the same speed the teeth (or fingers) would never couple. It requires one shaft (forearm) to rotate at a different speed than the other for the teeth (fingers) to fall into the others. This is why Honda/Yamaha, etc. with this design instruct you to turn left to right while going slow so that if the teeth aren't in a spot to fall right in once pressure is applied (through cable, actuator, air line, etc.), the driver is responsible for mechanically rotating the driveline to engage the coupler by causing the left/right tires to rotate at different speeds. As you know, when you turn you force the inside CV shaft to rotate slower than the outside, thus coupling your diff once you have applied force to the arm by shifting the cable lever.
I would say as long as your tires were spinning at the same speed you did not damage anything. Remember, 2wd to 4wd involves front to rear meshing in the sub trans, but turf to 2 and 4 to lock involve ONLY that particular diff which would be left to right motion. One involves the sub trans, the others involve the diffs only. In other words if your back tires were spinning out and your front tires were not, then when shifting from 2 to 4, you could damage the sub trans. If your entire drive line was rotating at the same speed, you'd be OK. It just gets harder and more dangerous to try to mesh gears at speed. Regarding your diff, if you were in 4wd spinning tires and your front right tire was slinging mud while your front left was sitting motionless, this is when you could blow something up by throwing it into lock. As you already know they aren't going to mesh, and if you tried to apply pressure theyd probably grind until it popped in.
Think of it like this, if your right forearm was spinning at 2500 RPMs and your left forearm was motionless and you tried to mesh your fingers, you'd break the distal phalanges clean off - except gears would grind until they engaged.
My Pioneer frustrated me as well at first which is why I got on here asking questions. Once I figured out how to fix my mode selector issue (mine wouldn't go into turf mode without a lot of encouragement) it has been great. I, just as you, was concerned for my drive line not knowing if it was in or not as I didn't want to do damage by leaving the lever in turf applying pressure and it try to engage/disengage at speed. I would turn slowly and watch the inside tire until it indicated whether it was free spinning or locked in. I no longer have this issue, but I agree it can be aggravating. Hang in there - I am hoping yours loosens up with continued break in and a small adjustment. Consider this your CVT break in period. Just as those units have to be broken in at variable speeds - per owner's manual - or you could groove your sheaves (not covered under warranty if dealer deems you didn't break in properly), these strait gears, couplers, collars, etc. sometimes need to be broken in before they engage smoothly. I can tell you this - it will get smoother - as this is documented on this forum by multiple members.
The reason Honda doesn't suggest it you'll have people doing donuts in the snow and engage it. There is safe and unsafe. People that have 4byed in old trucks will do it safely
