I got similar problem with my brand new Q5 TDi its only 500 miles and for me its from the passenger side rear tire. I went to the dealer yesterday and they checked for a while and even called their in house expert and finally this is what they said. "Your car is new and there is a axle bush where the axle gets connected to the wheel and its little tight as its new once its get polished after some usage it will go away. This happens with most Q5's and no one notice it as they all drive with the windows up"
I am not an expert but it sounds like they dont have a clue. My Q5's rubbing sound is also not loud as David&niki explained and its there all the time. Not very loud you need to be in a parking garage with windows down to hear that. Rubbing gets more frequent with the tire speed.. I tired it in traffic but you cant hear that due to the traffic noise.
So for me I am waiting for another 500 miles, to go back to them. I would suggest David&Niki to get it checked with the dealer. Interested to know what they got to say in your case as its already 4000 Km
2014 Q5 TDI QUATTRO TIPTRONIC
Exterior Color: 2Y2Y GLACIER WHITE METALLIC
Interior Color: FZ BLACK
Options: 5PK AUDI GUARD PROTECTION KIT 6W3 FRONT LICENSE PLATE - HOLDER 7Y1 AUDI SIDE ASSIST 9VK BANG & OLUFSEN SOUND SYSTEM 9ZW AUDI CONNECT AFA AUDI FIRST AID KIT AMI IPOD CABLE FOR AUDI MUSIC INTERFACE PNY AUDI MMI NAVIGATION PLUS PACKAGE
PQX S LINE PACKAGE WQB SPORT PACKAGE