I can confirm this sound behaviour with the sound of all avionics in the cockpit.
To reproduce this:
have your engines running
before turning off the engines, make sure that APU is turned off AND external power is not connected
then turn off your engines
The sounds will suddenly disappear (cut), instead of fade out.
Also the same, when you after the steps above turn off all your batteries. The sound will just cut off.
What wonders me is that the other way around (turning things on), feels natural as the sound all fade in