It could be that the audio system isn’t shielded well enough from the electromagnetic interference being produced during heavy load.
do you have an alternative sound card/usb available to try?
If you have a separate sound card, it could even be due to a faulty motherboard.
The problem with power related issues is that they can manifest from almost any source between your plug socket and your headphones/speakers, but I believe a PSU would have a higher chance of being the culprit.