What I assume you're feeling is just the added drag of the front axle engaging. Without driving your truck, it would be hard to diagnose, but it's probably not brake related. If anything, the shop may have messed up your locking hubs (which would be rather hard to do) when they disassembled your hubs to surface your rotors.
I suggest having someone else drive your truck so that
a) if they have driven a similar truck, they can tell you if something seems odd
b) if it's not someone who has driven a similar truck, you can at least stand next to the truck as it drives by and pinpoint where the noise is coming from.
Like I said though, I think you'll find it's only the added noise/feel of the front axle components turning.
