The answer is probably "no, actually, I haven't" - but now that you know that they make a sound, would you like to hear a recording?
When we started sending probes into space, we started getting more data, picked up by instruments aboard those probes. Those include instruments designed to pick up invisible forms of light, as well as waves in the plasma in the sometimes chaotic environments around the planets of the Solar System.
Radio waves aren't sound; they're a form of light in which sound data can be encoded, and when picked up by a receiver, converted back into sound, says Science Alert. Mobile phones work similarly. The technology for converting electromagnetic waves into sound is very well established.
Plasma waves that swirl around planets can also generate interesting chirps and whistles known as a chorus. Saturn, with its complex system of moons and rings, sounds like a soundtrack from an eerie 1950s sci-fi movie - as recorded by the Cassini space probe.