That sounds unpleasant. I'd want to check wheel nuts and for movement in hubs, swivels and track rod ends before relying on 'they all do that, sir'.
Concerning responses to this question as my 15 plate MA Sprint has done this from new! In fact i've noticed quite a few random clicks, pings and knocks when manouvering on full lock..
Come to that, it also squeaks like buggery from bushes on the front end from cold, has a vibration through the steering wheel when at speed using full throttle, and has steering that after a while on a long journey feels like it's sticking around the centre point - quite disconcerting when you it suddenly gives and you move across half a lane on the motorway unintentionally!!
Of course - dealer can find nothing wrong despite having it in their hands for 5 days...
To be fair she does now have 33,000 miles on the clock and was only registered June last year.. And i don't care about the faults that much as i love her to pieces!
Said dealer has now lost its Alfa main dealer status though so may try a different one soon.