Why doesn't a sudden loud noise sound high pitched? The jumpiness or high change of a signal is due to the higher frequency components in the signal. So if I have a sound signal that increases suddenly in amplitude, why doesn't the signal sound very high pitched at that point?

For example, if I suddenly knock on a door or hit something, the pitch doesn't sound very high, but the magnitude of the sound increases from 0 to a number very quickly.
Pitch is a human psychoperceptual phenomena, which does not work the same way as a Fourier transform.

IIRC: Even if an FFT shows strong high frequency components in a short impulse or burst, the human ear-brain-system needs to detect roughly somewhere on the order of around 6 repetitions/periods/cycles of a periodic or pseudo-periodic acoustic waveform before communicating "I hear a pitch" to consciousness.  (depending somewhat on, but nowhere near linearly with, frequency). A single or duple period of even a pure sinewave won't do it.