I found that when I blew out a candle it made a noise... or maybe it was my breath that made the noise, but the noise only happens when the flame goes or is going out. I also find that my stove makes the same noise when I turn it on.
My best guess is that as you start to blow you give the flame more oxygen for a short while, letting it burn more molten wax so you have more gases from combustion and maybe some wax being evaporated, until your blow causes the wick to cool down and extinguish the flame