The gears in the transfer case that drive the front shaft are very close together. So, if the front hubs are disengaged, there is almost no load on the front drive shaft.
With the oil between the gears, its not uncommon for the front shaft to be driven by friction from the oil.
Also, I have seen the grease in the front hubs drive the axles, which drives the shaft.
All this is perfectly normal and is not a problem.
Its almost impossible for this to cause any problems or noticeable changes in your driving.
Because either the transfer case could malfunction and engage your driveshaft without your knowing, or a hub could engage, and you would never feel it.
You can put the transfer case in 4wd and not turn the hubs, and it will not affect the driving if the hubs are working.
You might pick up a vibration with the front shaft spinning if its worn or not balanced, but no heavy feeling.
Also, you could engage the hubs and not put it in 4wd, and have the same effect.
The only way for that to affect your feeling, is to engage both hubs and transfer case on hard pavement or packed ground.
Then you would really notice it, and it would not be good for your drivetrain.
The only other possibility would be if you had a locker or posi unit in the front end, and both hubs were engaged.
Then you would notice it when turning.
Just for fun, you could notice which way the shaft turns, tie a piece of heavy twine or string around it and wind it a few times in that direction so it clamps the shaft tight.
Then tie the twine off to the frame.
If anything is engaging hard enough to affect your driving, its going to break that twine.
If not, then the shaft will no longer turn. At least, until you forget and put it in 4wd........
Be sure to remove it before doing that.
And I suggested twine, instead of heavy rope or strap just in case. So that it would break if you forgot or something was engaging.