That is strange. I pushed for a more detailed answer from corsair. This is their response:
Hello,
I'm afraid I don't have an update for you and currently don't have any new information I can provide. We do have some temporary work-arounds that may help.
1. If you have steam starting up with your machine, temporary disable it from start-up.
2. Restart the "Corsair Service" by going to iCue > Settings > "Restart" of the iCue service.
3. Temporary set a static color to the color.
These three things may help the disconnect sound temporary. I do apologize that I cannot provide an update at this time, but I can reassure you that the team is actively working on a fix.