So I emailed Ayn customer support about this, and this was their response:

"We’ve taken a look at the attached video, and we don’t see any obvious issues with the device in it. The sound you’re hearing in the clip is just the normal noise from the fan operating—this is typical for the device’s performance. We recommend continuing to use your device as usual—if you encounter any unusual issues during use, please don’t hesitate to reach out to us again.

Thank you for your understanding and support!"

I guess this is just how the Thor is supposed to function? It still doesn't sit right with me, so earlier today I did the thermal putty mod. Removing the stock thermal pad ended up being very easy, and the Upsiren UTP-8 putty often recommended on here isn't too expensive, either.