The answer to 'why is my thermostat making loud noise' is that the thermostat may have a problem with its internal components, such as the fan motor or the relay switch. Loud noises from a thermostat can be a sign of a mechanical issue that requires attention.
Common causes of a noisy thermostat include a faulty fan motor, a problem with the relay switch, or general wear and tear on the internal components. If the thermostat is making a loud, grinding or clicking noise, it's best to have a professional HVAC technician take a look to diagnose and repair the issue.