Not to revive a really old thread, but my 2017 Explorer Sport (no sunroof) is making a similar noise. I thought it might be something lose in there like one of the mounts for the hvac or something, but it seems to be directly above my (drivers) head. Putting just the slightest pressure on it makes the noise go away, and like others have mentioned, the colder it is, the worse the squeak.
Anyone found any solution aside from taking it to the dealer? I can only imagine what my dealer will charge me to fix it but I'd prefer to not be taking down the headliner on such a new car for such a relatively minor issue.