It doesn't sound normal.
My wife and I test drove two '99 Siennas when we were shopping for a new van. At one dealer we tried to start a demo Sienna only to realize that it was already running. It's hard to believe that the engine would have gotten noisier over the last decade.
I'd go back to the dealer and explain the problem, and ask to drive another new one or two to see if they also sound loud to you. Check the oil too.
And check out the 2010 Sienna CarSpace discussion - Juice (ateixeira) is a great resource there to ask any Sienna questions of.
Enjoy the new ride!