That's how they are shipped. The rail is attached - the bag is designed for it in spotter format rather than as mounted as a scope to a rail.
The clicking is normal in most earlier thermal technology - it is the refresh the unit is doing of the image. Common across many Hik units - which this is effectively.
The things you describe sound exactly like unit needed the software update. Mine was the same. Lost zero, didn't hold data. Defaulted back to factory settings. Quick comms with IO and fast response and info on how to do it....which has subsequently been posted on the thread below which is the Immersive Optics generated thread. Look at post number 16 for instructions.

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This is a thermal scope manufactured by
HikMicro as an OEM product branded for Yukon Advanced Optics.
Out of the box, it can be used as either a sight or a monocular - the mounts can be removed.
- Sensor: 384×288px, 17µm
- Optical Magnification: 2.1 X
- Objective Lens: 35mm F1.0
- Detection Range...
Think you may have jumped the gun a bit there........