Volvo S40 making noise when shipted to drive gear

Hi all experts,

I bought an automatic 2005 Volvo S40 with 66K miles on it. It looks very clean and drives pretty well. However, when shifted to the D gear and the brake pedal is pressed and held, the engine or transmission sounds much louder than when the shift is on the P, N or R gear. When I start normal driving, there is no noise anymore.

I am concerned about the transmission having some issues. What could be possible causes of this problem?

Thank you for your expertise on this!