I have the same issue. It is a very similar sound but different pitch, and a bit more... uh... farty on holding down any one of 3 keys. It is only present on those 3 keys when holding the key in. It comes through on headphones as well, and it is not present in modes other than the Grand Piano ones. My piano is a Celviano AP 450, which is apparently very similar to or the same as the PX 850. It does not have a way to do a factory reset, but the Backup feature is disabled which is supposed to load the default settings on each startup (function button + second keyboard key from the right). I've discovered many posts like this about these pianos over the internet. Never with a solution. Many say it's because of corrupt waveform data. Some say it's as expensive to fix as buying a new piano. No one ever posts whether they got the problem fixed which is frustrating.
