You have LSD (limited slip differential) action so that is normal for both tires to turn the same direction when you turn it by hand.
As for the grinding feel, the MR diff is like that. But it works pretty dang well. BTW what do you mean by 'really loud'? I hope you're not holding one tire while throttling up the drivetrain to full power. That can heat up the diff and potentially damage it. You want limited slip action, not open diff action.