Ez viszont nagyon érdekes (kiemelés tőlem):

Transfer Case
Models with QuadraDrive and Quadra-Trac II require special fluid for the transfer case but unfortunately,ATF+4 is often used instead (as that was the original specification in 1999). The end result is that you might notice some scrubbing sounds or binding from the front tires when you turn sharply (like in a normal parking lot manuever). Changing the fluid to the correct fluid often fixes the issue, but if it is left unresolved for a long time it can damage the transfer case. Repairs can be expensive, but swapping to theNV242 (Selec-Trac) transfer case is a cheaper alternative.

On your test drive:
Do a few sharp turns in a parking lot and see if you notice any scrubbing or hopping from the front wheels. If you have a mechanic do a Pre-Purchase Inspection, have them check the transfer case fluid. If it is red, it is the wrong fluid. It should be honey-colored. The correct fluid is only about $30 for enough to do the job and it is an easy do-it-yourself job. If you can change your oil, you can change the transfer case fluid.

http://www.jeepforum.com/forum/f310/ultimate-wj-grand-cherokee-buyer-s-guide-1271979/#post12259930

Ezek szerint a titokzatos hang eredhet abból is hogy rossz típusú olaj van a "transfer case"-ben. Remélem nem ez a baj, de ezt olvasva úgy tűnik jobb minél előbb megnézetni, mielőtt a rossz olaj tönkretehetne valamit. Azért gondolom még mindig hogy nem ez lehet a baj, mert kanyarodva nem ugrál az egyik kerekem sem. Remélem "csak" féltengely.