There are many valve amps that do that, especially if you keep the volumes up when you switch down. What you're basically hearing are different amp components releasing their voltages. No worries there or chances of damage, if the noise reacts to the master volume you might want to turn that down before switching off.
Dunno where anymore but I read somewhere that it's actually even better to turn an amp off with the standby in playing mode, as this would give a better chance for everything to release voltage.