https://helpguide.sony.net/dmp/nwwm1/v1/en/contents/TP0001449016.html
The internal circuit of the Walkman uses a relay. When a pair of headphones is connected to the headphone jack (Balanced Standard), you may hear sound from the relay in the following cases.
When you change the output device.
When you change the content or the sound quality settings.
When you turn the power on or off.
While the screen is off.