Anyone experiencing the same problem working in clam shell mode?

I recently updated to OS Sierra and noticed that when I close the lid of my 15inch MacBook 2014 model to work in clamshell mode and using an external monitor the screen goes fuzzy on the external monitor (white noise style) for 2 or 3 secs the moment I close the lid of the macbook and then also makes a single pop sound. It then goes back to normal again, not sure if this is a hardware or software issue...anyone else experiencing this problem?

The power cable is connected to the laptop

The external monitor is connected to the laptop via HDMI cable

Should I be worried?! ....your thoughts and suggestions will be appreciated 😉