All air vents, meaning supply registers and return grilles make some noise when the system fan is running. This is normal. Some systems are louder than others.
Some systems are much louder.
There is nothing really wrong with the latter, it is just a less expensive and very basic approach to ducting the equipment. This usually, not always, but usually indicates a lack of return air. The system needs to pull more air so the pressure and velocity increases, thus increasing the sound level. By adding more return air, the pressure reduces, the system doesn't have to works as hard and it quiets down. It could be as simple as a blocked air filter.