Did you attempt backing up while turning, seems to me that is the remedy the manual gives. That being said, mine switches flawlessly while driving strait ahead.

 

I accidentally hit the 4lock button once while in park when I was getting my phone of my dash, my elbow went into perfect position to hit it. Luckily I knew I hit it and switched it back before I drove off.

 

tHIS IS A COMMON SYMPTOM OF THE PLASTIC SHIFT FORK FAILURE IN THE 06 AND 07 h3'S, THE FORK BREAKS AND LEAVES THE THING IN WHATEVER MODE IT WAS IN AND WON'T SHIFT OUT, ANOTHER THING THAT WILL HAPPEN IS THE BUTTONS WILL SHOW THAT THE CASE IS LOCKED AND IT WON'T BE. tHAT IS WHAT MINE WAS DOING AND IT IS DIFFICULT TO NAIL IT DOWN WITH THE DEALER. tHE WAY THAT i COULD TELL THAT MINE WASN'T LOCKING WAS THAT i COULD JACK BOTH REAR TIRES OFF THE GROUND AND IT WOULDN'T TRY TO DRIVE AWAY IN 4LOCK LIKE IT SHOULD,UNTIL THE REAR TIRES WERE SPINNING ABOUT 15MPH.