When you play your amplifier through a Torpedo product which embeds a reactive loadbox (Torpedo Captor X, Reload, Captor, Live or Studio), you may hear the sound of your instrument coming out of the box of the Torpedo, like there were a small speaker inside. This is perfectly normal and there is no reason to worry.
This sound is produced when the power coming from your amp goes through the coil of the reactive load. This creates a magnetic field, which makes metallic objects vibrate (the metal enclosure, the wires in the coil itself…). And when these objects vibrate, they emit sound. Because the signal causing this is the actual output of your amp, you can actually hear your instrument.
You may also hear similar sound coming from your amplifier, specifically from the output and/or power transformer. Such noise always existed in your amp, but you never heard it, simply because it is normally overcome by the sound coming from the loudspeaker.
This phenomenon is not always audible. It depends on the amount of power coming from your amp and the type of signal (distorted sounds are usually more audible).
There is no simple way of getting rid of this sound. With the Torpedo Studio, you can set the loadbox as “Resistive”. But with the other Torpedo products, or if you want to keep the reactive load of the Torpedo Studio, the only way to reduce this phenomenon is to lower the output level of you amplifier.