It's not just you. I would be a bit worried, except that I've heard the same noise in videos of the Tesla Plaid, which is actually very quiet inside. According to "Transport Evolved", whose video of a test ride in the Air was a lot noisier than what the videographer heard, it comes from mounting the camera/mic onto something attached to the frame of the car.
Almost every reviewer who has been in the car on the road has commented on its quietness, and none have mentioned excess noise. Jonny Lieberman of "Motor Trend" said that all he heard was a bit of wind noise well within acceptable luxury car limits. Kristen Lee of "The Drive" rode in the car around Manhattan, including on the cobblestone streets of the Meat Packing District and at highway speeds on the West Side Highway. She said she felt as if she were in a sound isolation booth, with even New York traffic noises filtered out. (She also noted the car was creak- and rattle-free on the cobblestone and over New York potholes.) Zak Edson, head of Retail Operations at Lucid, told me that they dispensed with acoustic glass because the car had already exceeded the NVH metrics of the Mercedes S Class against which the Air was benchmarked during development.
There are a few things I'm apprehensive about, such as heat gain and sun glare through the canopy, getting used to the intrusive roof rails, and early software bugs . . . but noise is not on my list.
So this video is almost 5 years old. I think at that time they were using Mobileye for their auto drive system. It seemed as advanced as the current Tesla Autopilot. Unfortunately (or fortunately), Lucid abandoned that system. Hopefully, their current system is as advanced.
Tesla has de-contented their Autopilot and moved its few more advanced features into the FSD package. These days Autopilot is nothing more than adaptive cruise control and lane keeping assist. My 2015 Model S P90D had more self-driving capability than our new Model S Plaid. (We did not pay for FSD as, all the hype aside, it's not much more than Level 2+ at this point, and we prefer to drive our own cars, anyway.)