I must disagree. There should be no unusual noise if all you have done is firmly move the transfer case lever from 4WD to 2WD. If you immediately reverse direction for a short distance after going from 4WD to 2WD, you may if you are listening closely hear a slight clicking noise as the front hubs unlock.

In my experience, "whirring" noises or clunks from the front wheels in relation to 4WD/2WD shifts may indicate a failing automatic locking hub. The failing hub will be on the side opposite where the noise seems to come from.

If you are going in for service soon, or even if you're not, ask the dealer to check this out while you're still under warranty.