No, this isn't something that should be happening, but is the sound actually coming from the Wii U console, or is it possible that you are hearing it from the TV speakers?
If it is from the TV, then it could be some type of audio problem with the cables or some other type of interference, and perhaps trying another TV to see if the sound continues.
But if it is from the Wii U console, then perhaps the best thing to do is call Nintendo's 1-800-255-3700 (6 am ~ 7 pm Pacific, everyday) Customer Service number to describe or even better if possible have the service representative listen to the sound and then decide on if a repair is needed or not.