mmm...
Although the video signals in a scart lead can go one way only, there are
two pairs of audio signals. They are wired in a cross-over fashion and allow, for whatever reason, stereo audio to be sent in both directions at the same time (a weird standard is scart

). It could be that there is poor screening in the scart cable and you are getting pickup between the audio leads. Alternatively, something in the DVD is getting pickup or not disconnecting properly.