Well, the amp is powered at all times, what I don't know, is how much is switched on when the head unit is turned on - but I do know that battery power is applied to the amp at all times.
If you pull the amp fuse (fuse 23 in some models), the amp is powered down.

If you still hear it, then it's induced voltage in the speaker leads (not very likely) and nothing to worry about.

If you no longer hear it, it's coming out of the amp - which leaves us the question: "Where is it coming from"? And I think suspecting the alarm module is a good place to start.