Cpu heat sink fan immediately starts running when being plugged In but not powered on

Dell optiplex 3040 tower cpu heat sink fan immediately starts running very high when I plug it in the tower isn’t even powered on at all my fan isn’t damaged it makes a weird sound like a race car taking off I recently changed the gpu from an Intel card to a gigabyte nivida gaming card and when I plugged it in I heard my fan make a really weird noise I cannot figure out what caused it I don’t want to buy a new tower had anyone else had this problem I immediately turned it off to prevent anymore damage it happened after changing the gpu I put the old one back in it and it’s still doing it I checked the connections there’s nothing wrong checked thermal paste may need some new paste reapplied soon the fan isn’t damaged I keep my tower cleaned what could be the issue