Chinchillas are sensitive to low frequency rumbling noises. I'm not sure why. Mine will wake up and explore their cage when I play my guitar. Even without an amp. They get very curious when I start up my battery powered sweeper to clean around the cage. The sound of a door slamming downstairs will make one of them stand up and bark with an alarm call. So it doesn't seem that strange to me, especially if your chins are associating a sound with getting a treat.
And please do be careful with treats. They should not get more than the equivalent volume of two raisins per day. More than this can affect their health terribly over time. My chins get scratched through the bars instead and they love it and they'll go over to where I am to get messed with. I'll make squeaking noises too sometimes they'll answer back. Chinchillas can be very vocal creatures and respond to all kinds of sounds.
