Of course I am not there to hear the noise so I can't make an accurate determination of the cause.
That said, there is one time I had a unit make that noise whenever the fan kicked on weather it was for heat or cooling. The cause was the return air duct. During the install it got a little twisted and when the fan kicked on the suction draw on the duct caused the metal to flex, causing the bang. I had to reinforce that section of duct so the metal could not flex.