Elekit TU8200R Singing Transformer

Elekit TU8200R Vacuum Tube Amplifier. When Headphone Jack is plugged in, speaker out cut off as supposedly but when the volume knob turns up 12 o'clock or higher, the amplifier itself output sound when no sound coming from speakers. Opened the cover to pin point where the sound coming out and it is coming from transformers at the back. Amplifier itself does not have speaker driver inside and not sure how music coming from amplifier itself. (scratch my head).