I agree with paying attention to what they have to say....but......when all the indications in the cockpit are normal and everything "looks good" how are you going to explain to the passengers, your chief, your airline that...."we decided to turn back/divert because we heard a weird noise that turned out to be nothing"
In this case it turned out to be a missing panel, but if I turned around and diverted every time I heard a weird noise I would be having a lot of explaining to do.
Just my 2 cents