Here you go - direct from Ford:
SSM 48197 - 2020 Explorer/Aviator - AWD - Clicking/Grinding Noise From Transfer Case When KeyFob Wake Up/Unlocks/Starts Vehicle
Some 2020 Explorer/Aviator vehicles equipped with all wheel drive (AWD) may exhibit a noise during vehicle wake-up. This noise may be louder in the general area of the driver's seat. This noise may be due to the transfer case clutch actuator learning its ready position. The sound is a moving motor "zipper" sound and will happen 0-2 times, depending on how the learning process completes. The vehicle wake-up process does not happen on every vehicle engagement by the customer, only if enough time has passed for the modules to be in sleep mode. This is a characteristic noise of the learning process and no repairs should be attempted.