I have tried all of the old tricks. I have owned a couple of the older bronco too and I figured out the old tricks, now I am trying to learn the new ones!
Thanks,
Try unloading the driveline by shifting to reverse with light throttle, or select 4-low and then return toward auto while rolling slowly forward in neutral. If it still stays engaged, inspect and likely replace the transfer case shift motor/actuator, and check the vacuum hoses and vacuum actuator at the front differential. Replacing the transfer case for a dedicated 2WD unit is possible but expensive and is not the first step.
A 1999 Ford Explorer XL owner said four-wheel drive works but then sticks engaged for long periods and will not return to auto. Experts suggested driveline-unload tricks and checking the transfer case electric shift motor plus any vacuum lines to the front axle actuator. Swapping transfer cases was described as costly. A later comment about a 1994 Explorer that shifted in and out of 4WD on its own discussed a control relay or vacuum engagement and disconnecting the module to stay in two-wheel drive.