Ah, bummer. Yeah, the graphics on the 4x4 screen were a bit confusing up to MY2011, where it shows a lock on the rear axle even on vehicles fitted with an open rear diff, so the icon simply stays green all the time. Graphics were changed on MY2012+ to display the rear axle padlock only on cars fitted with rear lockers - and there is even a small gauge around the icon that shows how "locked" the diff is - since it is a variable ratio on this electronic unit. Pretty neat, and much clearer than earlier model years, but ultimately a bit useless. You won't be staring at the touchscreen while your diff is turning off and on, trust me.
Oh well, don't worry. The car is plenty capable without rear lockers, as many owners here who wheel regularly without HD pack can surely tell you. You have the basic bits you really need: A sweet and torquey V8 engine, EAS for ground clearance, a low range, and a terrific traction control system with point-and-shoot programs (Terrain Response.) Your 18" wheels and aggressive A/T tires will make a much bigger difference than a locking rear diff in most off-road situations. Congrats, and post some photos!