Never heard an amp do this before, ideas?

Does it happen on all inputs of the integrated amp?

What happens with a shorting plug in the inputs?

What happen with a shorting plung and the speakers disconnected? You will have to measure with a scope or good multimeter/

What are your speaker cables?

I have svs speaker cables, but it happened with headphones and no cables too.

Does the amp have a headphone jack and you hear it with headphones and no speakers attached?

the sound comes through the headphones.

Is the sound present on all inputs?

Does the level change with the volume control?

Do not EVER turn on a tube amp without a load. Misery is guaranteed.

Depends on the amp.

A stable amp can be on but not driven without a load. 

An unstable amp may be a problem with or without a load.

There's an Android app NetSpot that will show the level of WiFi RF in the area.

Sitting right next to home router is usually about -40dBm.

There are relatively inexpensive RF detectors available. The Best RF Detectors for Detecting EMF and RF Signals in 2022 – SPY

BUT, even if you find the source, getting something done about it may be difficult.

Since the sound is present on all inputs, you could pull the power tubes [labelling them first to restore to the same socket] to see if that makes a difference. Only power the amp for a couple of minutes as B+ will be high without the power tubes.