I'm guessing your Rogue didn't come with it's owner's manual.
Section 5-24 - Starting and driving (pg. 256):
LOCK mode will change to AUTO mode
automatically when the vehicle has been driven
at a high speed. The AWD LOCK indicator light
turns off.
What it doesn't say, and I can't remember for certain is, does it turn off at 15 or 25 mph.
2013 Rogue Owner's Manual (Download PDF)
Comprehensive information on the operation and maintenance of your Nissan.
2013 Rogue Quick Reference Guide (Download PDF)
The quick and easy way to get to know your Nissan.