DIAGNOSIS This is amplifier circuit noise. It's a common hardware-level electronic hiss from the internal audio components.
FIX Unplug the power adapter from the wall for 30 seconds. Plug it directly into a wall outlet, not a power strip. Check if the noise persists with the volume at zero. If it does, the unit is defective.
IF THAT DIDN'T WORK The noise may be interference from the power supply. Try a different 15W USB-C power adapter and cable. The OEM adapter is best.
HEADS UP A very low-level hiss is inherent to the design at close range. If audible from more than a foot away in a quiet room, contact Amazon support for a replacement.