PC makes a weird sound when I turn it off

Have you checked your CPU fan? sometimes they can come undone if not locked in to place, or thermal paste isnt there.

check your PSU, since I know the corsair CX line up, tends to have issues.
 
Hello Joestick,

your system is fine. it sounds like as if someone fires a lazer from the inside 😀 . Some of the wires may be tangled try to move it away from all the fans.

Hope this helps your sound issue :)
 
Check to see if a wire is touching a fan. It happened to be, after i turn on my pc i would hear a weird noise until i realised a wire was touching one of the fans.
If that's not the problem, keep your ears near your tower to spot where it is coming from. Could also be a bad fan.