A small follow-up: The problem only occurs when opening the audio device. If I queue a number of tracks in mpd's playlist and let it play, then it does not suddenly start making noise from one track to the next. It only happens when I manually start a track (and only sometimes). I suspect that mpd does not close the audio device between tracks if it is playing from its playlist, and that is probably why the problem does not occur in that setting.
Martin