I tried it on one of my HD560s and the tone it plays when you change the Windows 11 master volume slider seems pretty clean to me, there's no buzzing or clicking or anything weird. If I listen to sine tones using this online generator then I don't get anything weird either. Sometimes when listening to the bass tones I might think I hear a faint higher tone being played at the same time at a much much barely perceptible level. The online tone generator I use:
www.szynalski.com
I think that faint higher tone that is just about heard in the background is either slight distortion or it's something else,
@solderdude might know. Either way, I think I've heard the same thing in my other headphones when I've tried the same thing with them.
EDIT: actually the faint higher tone happen at pretty much all frequencies, I think it could be my ears.