My original Saga does this ... in the same situations you mentioned: switching from active/passive, or mute/unmute.
Most noticeable when no signal, and typically does not do so when changing volume.
It doesn't do it 100% of the time even in the above situations, but is noticeable when it does.
I contacted Schiit support years ago to ask about it, and they kindly offered for me to send it in if I felt so inclined.
I didn't because I wasn't really worried, just curious.
It hasn't caused any issues over the years, so I just consider it an idiosyncrasy.
EDIT: As mentioned earlier, the soothing click of the relays is significantly louder.
EDIT2: Just to throw it out there ... I've read about people who've supposedly returned their Saga/Freya over the clicking relays. My mechanical keyboard with Cherry MX Blues is louder than the Saga's relays. I quite like the sound of the relays, and my MX Blues ... I don't get it.