That's exactly how it feel... immediately engagement. the only slip you feel is when you accelerate at a rate that's enough to break traction on all 4 wheels.
The Haldex system reacts in 1/7th of a wheel spin. (lookup 'Haldex' on wikipedia ). 1/7th of a wheel spin amounts to about 10 - 14 inches of travel when the wheel has traction. That amount of travel would take a fraction of a second, hence the reaction time might not even be perceived when you loose traction at speed. The system in the Ford Fusion is no slower than the Haldex and may even be quicker ...and it feels seamless. If, as you say a full time AWD system would be better, I can't imagine it being any more than minutely so... and likely not even perceptible.