No. You don't need to dismantle the entire rearend to replace the axle bearing. It's just like you said.
Strange it only does it while turning though. Mine did it constantly, just different noise levels at different speeds.
I'm guessing the wind is coming from the left so you are correcting to the left.
If the caliper sticks you may not feel it. It may be sticking just enough to be making noise.
The trick to this is finding the source of the noise without replacing any unnecessary parts...