Not on this computer, though I know some computers (usually laptops) will turn off the sound card when it is not being used, and turn it back on again when sound is required, and it can make a loud click when it turns back on.
If you are using a laptop, avoid running on batteries if possible (while working with audio), and turn off the power saving features. This may or may not help, but worth a try.
Thanks for your replies.
I think Steve found the problem.
I do use a laptop. Unfortunately, whatever the settings I use (everything always on, performance, etc.), I still have the big click problem.
But I found a workaround based on Steve diagnostic : when I use Audacity I let VLC play a “silent” audio on a loop (so the audio card is always on) and no more big click !