The vast majority of Omega screw down crowns (modern versions anyway) do not work like this. The crown never disengages from the pipe of the crown. In fact they are often hex shaped - this is from a Planet Ocean for example:
They continue to wind even as the spring inside the crown is being compressed.
Sometimes just the spring compressing inside the crown can make a slight click. If the watch is operating find otherwise, I wouldn't be concerned about what you are hearing.
Cheers, Al
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