When using record players or turntables, it's common to hear sound even with the speakers are turned off, and this is due to the inherent workings of these devices.
The tonearm vibrates as it captures sound from the grooves through the stylus(needle). The stylus navigates through the grooves to play the music embedded in the vinyl.
While the speakers respond to the amplified audio signal, producing sound that reaches the human ear, careful listening can still detect vibration sounds from the record surface.
With the speakers turned off, these vibrations from the stylus interacting with the record surface become more noticeable.
This occurrence is completely normal as turntables generate sound when the stylus makes contact with the record, even in the absence of active speaker output.
In conclusion, it is normal to hear the record being played when the speakers are turned off.