OK, I guess I did not read the entire thread...
I took a look
at the speakers, and if you click on "In the box" tab, then you can see that it has an "AC power cord", this means that the speakers have their own power amplifier.
So the same idea of what I explained before it could happen here. The volume changes
before the final power amplifier, and probably the noise is IN the power amplifier, therefore the same noise intensity regardless of the volume.