From the summary, page 2,
Hoo boy... so it wont blow up your motherboard, but it might blow up your speakers!
5. Load peaks might result in audible interference because of nonlinearities in the analog audio section.
What you quote is what i wrote before. The large current spikes can induce currents in nearby high impedance circuits. Analog circuits usually are high impedance. That is a possibility, but not the only one.
It is also normal that when the gpu gets active, the main psu has to deliver more power. This can be apparent as more switching noise on the other voltage rails. A MB with the analog audio section powered directly from such a rail could start to produce noise at the moment a lot of power is delivered by the main psu. When the analog part of the audio section has its own linear voltage regulators, removing any switching noise and creating a clean voltage rail for the audio, the chance of noise is a lot less to zero when the audio circuit is designed with proper filtering and shielding. Now this is quite a feature on a populated Motherboard.
Also, when the cpu is idle and starts up to do some work, it draws more current in spikes. It is not uncommon that when you move your mouse or move a window, that you can hear that when turning the volume level up.
And price says nothing about how good it is.
My cheap mobo with onboard audio, the Gigabyte GA-F2A75M-HD2 (rev. 1.0) (with A10-6700 APU) is very silent.
I have to turn my amplifier to 100% volume before i can hear on my headphones in the backgound any "zzzzz" noise when i move a windowed program.
Forgot my key note :
This is nothing special and not something that will only occur with an RX 480.
It can happen with any cpu and gpu.