Weird noise when shutting down (WD2003FZEX)

2TB WD Black WD2003FZEX is making that weird noise (especially the loud stuff at the end) when shutting down.
I’ve sent one back already and bought a second one from a different vendor (both at Amazon) so I question if this is an error.

Is that noise normal?

The german WD Support said that I should RMA it.