Cant say Ive noticed that phenomenon. Ill keep a particular eye out for it, but Im fairly certain it doesnt happen with my SIlvia.
The only thing that happens when the brew switch is turned off, of course, is the 3-way solenoid depressurising the portafilter. The noise of that happening is quite marked, but all the action is at the drip tray where the spent water and coffee is emptied into.
Incidently, do you bleed the build up of steam pressure from the wand before pulling a shot? Maybe that will fix whatever is ailing.