I have the exact same problem with my Dell XPS 13 9360.
I just returned the DELL Inspiron 7373 which had the exact same problem when disconnecting/connecting the charger. The distortion is for a second and quiet loud and the video also gets frozen.
In the Dell XPS the distortion is mild but still its annoying.
The issue is easily reproducible with multiple Inspiron 7373 models, tired out the other ones in the store and they all showed the same issue.
The store didnt have the new Dell XPS 8th gen model on display, so i tried it on the 7th gen and found no such issue.
But after i bought the 8th gen Dell XPS 9360, i could reproduce the issue and its still happening.
Such and expensive laptop and they couldn't test it before releasing it !!!!