My tractor does the same... too much pressure on the gears. Turning the wheel back and forth (or just trying to rock it back and forth by shifting your weight) works most of the time. You can bend or break something so don't force it.
FYI, I have a Polaris Ranger. It will do the same thing - if there is any pressure or stress on the wheels when I try to shift. I'm betting that is what you're dealing with, too. I always try shifting to neutral when I stop, and before I shut it down. Seems to let everything 'relax' so I'm good to shift when I next need to go.
I will echo the previous 2 comments. I also have a Kubota (2) I absolutely adore. The tractor has never once done this but the RTV and our older mule both do this. It is much more prominent in the Mule. We stick to rocking rather than using the steering wheel. Works every time.
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FYI, I have a Polaris Ranger. It will do the same thing - if there is any pressure or stress on the wheels when I try to shift. I'm betting that is what you're dealing with, too. I always try shifting to neutral when I stop, and before I shut it down. Seems to let everything 'relax' so I'm good to shift when I next need to go.
Cheers!