I dropped mine and smashed it into 7 pcs. Looks like there is indeed a speaker inside. See the red arrow. Did you get it wet? Maybe a small quantity of water is making it conduct and generating noise.
I wouldn't recommend opening it, as I did. (Had to clean out the scroll ball.) It is sealed with industrial glue. Once you open it, you have to super glue it back together and it will never be the same. (Very fragile!)