On Superduties with electronic-shift-on-fly two things normally happen when you switch the thing to 4x4.
1. The transfer case engages so the front axle gets power.
2. The hubs automatically lock and engage the front wheels.
Both of those things have to happen before your front wheels will get power. It sounds like your vacuum-activated front front hubs did not work automatically. Luckily SDs have manually-lockable front hubs so you can switch them in manually.
The hubs switches have two positions. In "AUTO" the hubs lock in and out as switch the dash dial to 4x4 or 4x2. In "LOCK" the hubs stay locked in even when the dash control is turned to 2wd.
As far as whether or not the truck has to be rolling to get into 4wd, I'm not sure. I've heard alot of guys who hate ESOF say this is true and that's why they like a full manual 4x4 system but my F250 is electronic 4x4 and mine engages sitting still all the time. At least with Ford's esof system the hubs can still be turned in manually even if the vacuum switch fails so it's about the most reliable on the market now.
I had a good talk to a Jeep salesman a few weeks ago and he told me Jeep will only use a manual transfer case lever because they want to build the most foolproof 4x4 system on the market and the dash switches are prone to failure. Jeep won't use this cheap stuff because folks who buy Jeeps expect them to have the most reliable stuff blah, blah, blah.
I asked him what happens when the auto-engage hubs on a Jeep fail to lock the front axle. He shook his head & said "It won't matter because the lever that "hooks-up" The transfer case can't fail."! Typical-he had no idea. I don't know about you guys but I don't remember seeing any manual hubs on Jeep Liberties and those $50K Grand Cherokees!!