Hi there. Interesting question.
Up until the 2007 models, there were basically two 4WD systems available on the Sorento. The LX's had part-time 4WD (knob: 2WD, 4HI, 4LO). The EX's had full-time 4WD with Torque-on-Demand (knob: HI, LO). Torque-on-Demand pretty much means that 4WD will automatically be engaged when needed.
I think KIA came up with a 3rd system for the 2008 and 2009 models. The LX's still have the same part-time 4WD.
But the EX now comes standard with part-time 4WD Torque-on-Demand. An available option for the EX is full-time 4WD with Torque-on-Demand.
So if you have an EX, it is possible that you have the part-time 4WD with Torque-on-Demand. I am not sure what the benefit of this system is. Apparently you can select 4HI, but it has Torque-on-Demand so it will continue to operate in 2WD until the TOD thinks is needed to engage all 4 wheels? Weird.
But this would explain the "symptoms" you are experiencing. If you "floor" the gas and make your rear wheels spin on the snow, the TOD system can not engage the front wheels because of the speed difference (front wheel are practically at zero speed).
But you should experience way better handling in the snow when you have it in 4HI compared to 2HI. If that's the case, I think your 4WD is working.
I am still confused about this part-time TOD though. Basically, if you keep it in 4HI it works exactly like the full-time 4WD. So why ever upgade to the full-time 4WD available on the EX's?
If one system would have a benefit over the other, it would be the part-time TOD because you can manually disable 4WD, which you can not do on full-time 4WD. But in what scenario would you do that? Still confused
Maybe some 4WD experts here have an opinion?