Your integrated amp probably has some noise no matter what the volume level is, since the amp still picks up electrical noise from within the enclosure, and that's probably what you're hearing. If something was wrong with your speakers, it wouldn't be just a buzz.

If it doesn't bother you, then that's great. The only thing I could recommend is getting a new amp, but that's not something worth caring too much about, IMO. Enjoy your new setup!