My previous camper (Springdale) and my current camper (Outback), both made the whistle sound when the furnace runs. I've gotten use to it and just ignore it now. I have noticed, when the propane tank gets close to empty, it's doesn't whistle any more. I kind of listen for that now (especially in colder weather), as it's an indicator my propane bottle is nearing empty. I run only 1 bottle at a time, keep the second turned off at the tank valve. I never use the automatic switch over. I've never run out of propane this way either. Always get it refilled as soon as I know one side is empty.
Yea, I think that whistle, winey sound is normal.