Alright. I was wrong. I have a Jack male - Jack male going from my soundcard to my subwoofer. From my subwoofer it's a XLR female to XLR female to the speaker.
I had to use a Jack since my soundcard doesn't have XLR output. I've lifted the ground for a second and it went worse. So the jacks might be the problem. I've no idea how I can solve this instead of looking for a new soundcard which has an XLR output and hoping it solves it.
Edit: Finding a soundcard with XLR outputs seems to be hard. It's a Jack. Turning off the system sound didn't help.
Ah, my mistake. I mistook MIDI Out with XLR Output. I should have looked closer, but you do have RCA output thankfully below your TRS output.
You could run RCA out from your
UA-25EX and run similar splitters like you are now for XLR with RCA to duplicate the signal so that both your subwoofer and speakers can get them. If your UA-25EX can process the LFE crossover frequency with software, you won't have to manually adjust the LFE with your subwoofer. This way you can test if your speakers are okay, and if they are, that would mean your wires were the problem.
The other way is just to swap your current XLR cables with new replacements and see if the problem still occurs, but that's less likely the issue from experience yet still worth doing to isolate the issue later. It's also much easier to do (probably) than getting 2 female-to-2-male RCA cables and 1 male-to-2-female RCA cable as it's the cheapest option to run a 2.1 or more setup if you don't have the software (or receiver) to.
The cheaper alternative would be running RCA out from your motherboard to your speakers to see if you'll also get static noise in the same circumstances or worse. If you do, you may want to consider a cheap internal soundcard to send a cleaner signal to your UA-25EX.
Based on the UA-25EX specs, I'm also assuming you're either using USB or optical to receive an digital audio signal from your PC. In such instances, I would think the signal would be clean, but there's a reason or two I can think of why this isn't so. First, your UA-25EX isn't as silent as you think. Listening with headphones on external soundcards usually make this more transparent and pronounced because it's closer to your ear and even more pronounced with better headphones. The other reason being your USB cable is picking up noise when you're doing USB out from your motherboard. If you're using USB out instead of digital out, you could be picking up static noise emitted from your GPU when running a game, hence, you only hear it when gaming or starting a game in your case. Optical (digital out) might be worth trying instead to see if it changes anything.
But really, if it's only happening when starting a game and not while your playing, I wouldn't be concerned about it unless intrusive while gaming.