Power Line Voltage – Guessing Power Line Voltage from Number of Disc Insulators

Its not a result of the high voltage but rather a by product of how that high voltage is generated. Very high frequency switching is used, such devices often emit a ton of RF around 25Mhz depending on the design. This is what throws off the USB scope and other digital electronics.

As for the whining your heard, plasma can actually transfer energy to the air very effectively. If fact you can even build a tweeter from plasma generation.

Incidently be careful with that stuff, ionizing the air into plasma generates a fair amount of ozone which isn't good for the lungs.

Yes, there's some loss, but it's usually miniscule relative to the amount of power the wires are carrying.

The sound comes from moisture on the wires themselves and in the air around them. The strength of the electric field around a narrow cylindrical conductor (e.g., any wire) is highest right at the surface of the conductor, and with high-tension transmission lines, it can reach the point where it ionizes the air itself. This is known as corona discharge. It happens all the time, but when the air and wires are dry, it doesn't produce any sound.

EDIT:

One other thought: Sometimes on very high-tension transmission lines, you'll see that each conductor is actually a cluster of 3 or more separate wires, held apart by spacers. This is an attempt to mitigate the corona losses, by increasing the effective diameter of the wire and thereby reducing the intensity of the electric field.