Okay, if anyone has experienced this, hopefully you've discovered the cause.
Remotely unlock the doors and the 4x4 system starts activating. Can hear it when walking up to truck. Get in truck and the electronic 4x4 light is on and indicating N(nuetral). Thoughts, questions, answers????
PS- 2007 5.9 6 spd megacab

 

I've heard of it happening thought don't remember the cause.
From your description it could be a short. When you hit the fob it 'wakes up' the truck via a module (could be tipm but I'm no tech my sister is). The power that wakes up the module is leaking out and triggering the 4x4 circuit. That's likely the basic "why" the truck does that. Next step is diagnosing the circuits to find the short. It could be wiring, connectors/pins or the tipm. Either you or your mech now has to track it down.