yeh, when the throttle is suddenly closed the pressure in the inlet system has nowhere to go.

this pressure exceeds what the turbo is trying to pump into the system as it is now not fed by hardly any exhaust gas, so the inlet pressure pushes out through the blades in the turbo into the atmosphere.

Hence thats why you can normally make the noise louder on a turbo car by fitting an cone filter if the car didnt have a re-circ valve