it's just the way the system is, though on mine I was barely able to hear it also right after start up. But you shouldn't have to worry about it killing the battery, the system should shut off on it's own if it runs for too long (several minutes) and will not turn back on until the next time the ignition key is cycled, I had that happening on my 94 rmw for almost a year after I bought it. Someone had disconnected the level sensor, which is connected to one of the rear upper control arms, but they'd held the arm up so the system was always thinking the suspension was sagging, and with the cracked air bladder on the rear shocks the system couldn't inflate them.
I got a pair of new air shocks that I put on, but had to redo how the air line hooks to the shock and then hooked the sensor arm back up and the system works fine on mine, and only when I have weight in the back, no weight in the back end and the system almost never kicks in, so either someone removed the air shocks on yours, or if it still has air shocks like rev bob said, the system has a leak.
Also for testing, if I remember correctly, the sensor has to register too high a level or too low a level for about 5 seconds before it will either kick in the compressor to inflate the shocks if too low, or open a release valve to deflate the shocks if it thinks the suspension is too high.