Mine seem to do this randomly, but only when cold. it has happened at as high as 20* But it doesn't last on my car. Only a few seconds, and has nothing to do with actually turning the steering, since it is usually gone quickly.
But, in my car, I suspect a bearing noise at ramp/spin-up. On the PS pump, alternator, or A/C compressor. Usually, if the motor is warming or warmed, it can't replicated. I have heard other Subis..Gen-2 and Gen-3 make a similar noise at start up...in my apt complex. Always very cold.