Hi Mario,
Having owned an A4 B6 and B7 for 18 years and 12 years respectively, I don't believe there has ever been an option of central locking on the glove box. My B6 is a Saloon car and the B7 is an Avant and both have key locked glove boxes, so I can't 100% say on the Cab and could be wrong, but I don't think there was ever an option for a centrally locked glove box. Some cars did not have a key lock in the glovebox handle, the key lock was the option. Entry level models and some US cars appear to have no lock on the glovebox.
I'm sure all Cabs came with the Key Lock option on the glovebox as standard. Having removed my glovebox several times, there is only 2 looms which go to the box, 1 is for the CD changer, the other goes via a tan coloured connector on top of the glove box, this takes power to the footwell light under the glovebox (if fitted) and also to the damper on the left side of the box, this damper is also a switch for the glovebox light and a cable goes into this, and then onto the glove box bulb holder. These dampers sometimes start to fail as they get old, and in the cold which makes it hard to pull open the glovebox. This might be able to be accessed from the side trim panel without removing the glovebox?
It is more likely if it were me and looking for a funny noise, I'd be looking at the following items to trace an intermittent noise:
CD changer in the glove box making some odd noises?
a cable rubbing against the fan in the back of the factory fit radio (if you have RNS-E) there is definately a fan?
a piece of debris which has entered the A/C fan, located behind the glove box (maybe something passed through the pollen filter, although unlikely), or the fan is noisy?
One of the 4 A/C stepper motors you have behind the glove box. If it's a right hand drive car, the recirculation, screen demister, passenger temperature and the foot/vent selector are all there, maybe 1 is dry of grease/noisy, but they are small and quiet in general?