HDC uses the brakes via ABS. Thus, the grinding you hear is normal because of the pulsating brakes.

Trust me, I've used it before on off-road trails and it does come in handy. Everytime I saw a steep, uneven, rock-covered downhill I'd be like "ok HDC to the rescue". And it really does work.

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2014 Mazda 3 GT: Ø Consumption: (click for details)