I use the headphone out and also use a set of studio monitors on the audio out. Same noise every time with a key pressed OR A MIDI CONTROL MOVED. It is almost like I get to hear the midi data getting turned into an audio stream of condensed data (fairly high pitched but like in the 8 kilohertz range) and a long as I move a midi control, such as volume, I get a "ribbon" of this computer data sound with every control move.
For you old timers, remember the 300 Baud modems and the noise they used to make during a transmission? A lot the same except a tiny bit higher pitched.