The GTi-R is full time 4WD, so there is no "when it detects slip" it will always engage all 4 wheels.
Now, the fronts will slip first because it takes a fraction of times for the power to go to all the diffs and along the drivetrain, the front diff is right next to the box so power will go there first, then the back wheels will turn once the power goes from the gearbox to the centre diff, through the tail shaft and to the read diff.
How long did you try and get out of the snow, if you only tried for a couple of secs then thats why. i have tried this on grass, if you accelerate long enough all 4 wheels will spin.
Otherwise, are you sure its a GTi-R??? its not a GTi with an SR20DET?
Gino