On the Dana 30 the pinion cross shaft is held in with a press fit collar rather than the 1/4" retaining bolt like you find in the rear D35 carrier. It takes a small punch and some good whacks to get it out. It should not be loose, nor should the cross shaft be loose enough to wiggle. Loose enough to push out with firm pressure from your finger once the retainer is out, sure. But it should not wiggle side to side or up and down with the retainer in.
Sounds like it's wiggling and causing your spider gears to not mesh up correctly with the side gears. That's probably what you heard once the gears were forced to mesh back together properly during the turn.
You're only hearing it turning because of the inside wheel during the turn needing to rotate faster than the outside wheel. Even in 2wd. Sort of like how a Lock Right in the front axle will click when turning in 2wd, except you're hearing your spider gears/side gears. Going straight both wheels are rotating at the same speed, so there's no large difference in force being exerted from one side of the diff carrier to the other.
If that cross shaft is wiggling, eventually, at some point, you run the risk of breaking a tooth on one or more spider or side gears if they end up trying to jump a tooth.
Here's a diagram of the front D44
Dana Model 44 Front Axles for Jeep Wrangler TJ at Morris 4x4