Um. Lots of possible reasons, but the scary one might be the Constant Velocity joints, up in front. There's the motor/gearbox, that has a shaft coming out each side; end of that shaft goes into one CV joint, through a stub shaft, to another CV joint, and from there into a stub axle into the wheel. Each of the CV joints has three or so honking big ball bearings and, kind of, "horizontal" slots that they fit into.
Old VW Beetles had these in the rear (air cooled rear engine, rear-wheel drive) and I had the unlucky experience of one of those going bad, which one would notice on turns. Until it broke, then No Motive Power R Us.
New car, early failures, this is why there's warranties. Strongly suggest putting in a maintenance request into the app. If the Tesla folks think that this is dangerous, you'll get in earlier than you think.
FWIW: Having used said app over the years, one can put in digital files - pictures, video, etc. Get a clear sound recorded, if you can, and dump it in there in the problem description, it doesn't have to be all text. Thinking about this: Get another person outside the car and do sharp turns in an empty parking lot, see if it can be heard that way.