Hello, thank you for reaching out to Microsoft Q&A.
Based on your description, it appears that your device is not performing a full shutdown; instead, it is entering a low-power standby state or hibernation mode.
Could you please confirm whether you are using a desktop or a laptop?
Shut down your computer completely and unplug the AC power cord. Then check whether you still hear the noise. The sound could be coming from the fan, the speakers, or a failing hard drive. It does not seem to be a software-related problem.
If that is the case, you will need to contact your PC manufacturer and send the device in for service. They will inspect the device and determine the root cause of the issue.
If possible, please run a UEFI hardware diagnostics test on all components and check whether the test passes. If it fails, you can share the error code with the manufacturer’s support team, who should be able to help resolve the issue more quickly.