My experience is the opposite...when I shift in to 4WD I don't hear a single noise. A couple of weeks ago I shifted in to 4WD and my neighbor was outside of the truck. When I was done he asked if I really shifted it in, becuase he heard nothing. And yes, truck was definitely in 4WD because I was stuck LOL.

I do have manual 4WD, so maybe that has something to do with it.