Interference from high voltage power supply (EHT power supply)
Its not a result of the high voltage but rather a by product of how that high voltage is generated.  Very high frequency switching is used, such devices often emit a ton of RF around 25Mhz depending on the design.  This is what throws off the USB scope and other digital electronics.

As for the whining your heard, plasma can actually transfer energy to the air very effectively.  If fact you can even build a tweeter from plasma generation.

Incidently be careful with that stuff, ionizing the air into plasma generates a fair amount of ozone which isn't good for the lungs.