Looks like they are on the MPU.
Each digit creates a bit of noise when it is illuminated and this is being fed through the speaker. When high scores are lit ALL digits are illuminated and so the noise is much greater.
On the MPU, capacitors C51 - C61 ( 470pf) are there to minimize this noise ( ripple). Each is run to ground. Schematics show these as having polarity but they wont.. they will be ceramic caps which in themselves are a little noisy.
Monolithics are a little quieter and Tantalum would be even better. Make sure the polarity is correct on the Tants though or else they will POP quite spectacularly.
You could also run a separate earth from the MPU to true ground and minimize the path resistance.
All the above will help greatly.. there will also be ripple reducing caps on the display boards themselves but I haven't looked at the schematics yet
